+1,117.4%
XLI vs SM
+972.5%
+144.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -5.9% | +26.3% | -32.3% | -9.0% |
| 3M | -0.3% | +8.7% | -8.9% | -2.1% |
| 6M | +0.1% | +51.7% | -51.6% | -6.8% |
| YTD | +13.6% | +99.0% | -85.5% | +1.6% |
| 1Y | +17.2% | +34.6% | -17.4% | +10.1% |
| 3Y | +68.2% | -7.8% | +76.0% | +62.5% |
| 5Y | +80.7% | +104.8% | -24.1% | +50.7% |
| 10Y | +253.3% | +7.2% | +246.0% | +139.3% |
| All | +1,117.4% | +972.5% | +144.9% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling