+73.8%
XLI vs SM
-0.4%
+74.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.2% | +0.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +1.1% | -17.3% | +18.4% | +3.0% |
| 3M | -7.7% | -3.6% | -4.1% | -7.9% |
| 6M | -1.8% | +2.9% | -4.7% | -3.6% |
| YTD | +11.1% | +70.2% | -59.1% | -0.3% |
| 1Y | +12.1% | +66.5% | -54.4% | +0.7% |
| 3Y | +73.8% | -8.2% | +82.0% | +66.2% |
| 5Y | +73.8% | -1.5% | +75.2% | +59.8% |
| All | +73.8% | -0.4% | +74.1% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling