+14.3%
XLI vs SM
+48.5%
-34.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | +4.6% | -6.2% | -1.3% |
| 30D | -7.3% | +18.2% | -25.5% | -6.1% |
| 3M | -1.3% | +22.5% | -23.9% | +0.5% |
| 6M | +2.2% | +50.6% | -48.3% | +3.4% |
| YTD | +11.7% | +108.1% | -96.4% | +10.4% |
| 1Y | +14.3% | +46.0% | -31.7% | +14.2% |
| All | +14.3% | +48.5% | -34.3% | +14.2% |
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