+227.3%
XLI vs SM
+18.2%
+209.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -1.4% |
| 7D | +4.3% | +10.6% | -6.3% | +3.2% |
| 30D | +0.5% | -15.0% | +15.4% | +1.8% |
| 3M | -8.6% | +1.7% | -10.3% | -9.2% |
| 6M | -2.3% | +5.9% | -8.2% | -3.9% |
| YTD | +10.1% | +79.0% | -68.9% | +1.6% |
| 1Y | +11.0% | +84.7% | -73.7% | +2.0% |
| 3Y | +72.3% | -3.5% | +75.7% | +66.4% |
| 5Y | +70.8% | +4.9% | +65.9% | +59.5% |
| All | +227.3% | +18.2% | +209.2% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling