+80.4%
XLI vs SM
+108.0%
-27.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -2.3% | +2.1% | -4.4% | -2.6% |
| 30D | -8.2% | +18.1% | -26.3% | -10.1% |
| 3M | +0.8% | +17.0% | -16.2% | -1.6% |
| 6M | +0.8% | +55.4% | -54.6% | -6.4% |
| YTD | +10.5% | +108.6% | -98.0% | -2.4% |
| 1Y | +14.1% | +45.7% | -31.5% | +6.2% |
| 3Y | +68.6% | -0.3% | +68.9% | +61.0% |
| 5Y | +80.4% | +113.0% | -32.6% | +50.5% |
| All | +80.4% | +108.0% | -27.6% | +50.5% |
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