-1.8%
XLI vs SFM
-39.0%
+37.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +1.3% |
| 7D | +0.9% | -7.1% | +7.9% | +0.8% |
| 30D | +1.1% | -21.4% | +22.5% | +0.6% |
| 3M | -7.7% | -40.1% | +32.4% | -8.4% |
| 6M | -1.8% | -38.0% | +36.2% | -2.3% |
| All | -1.8% | -39.0% | +37.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling