+12.3%
XLI vs SM
+70.4%
-58.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.3% | +14.2% | -2.4% |
| 7D | +0.6% | -21.5% | +22.1% | -1.4% |
| 30D | -0.4% | -11.4% | +11.0% | -1.2% |
| 3M | -8.8% | +0.6% | -9.5% | -8.3% |
| 6M | -0.4% | +0.2% | -0.6% | +0.8% |
| YTD | +10.1% | +69.7% | -59.5% | +8.8% |
| 1Y | +12.3% | +71.6% | -59.3% | +11.1% |
| All | +12.3% | +70.4% | -58.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling