+1,075.5%
XLI vs SM
+863.3%
+212.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +3.8% | +9.4% | -5.6% | +2.5% |
| 30D | +1.0% | -14.4% | +15.4% | +2.8% |
| 3M | -8.9% | +1.6% | -10.5% | -9.7% |
| 6M | -2.3% | +6.3% | -8.6% | -4.5% |
| YTD | +9.7% | +78.8% | -69.1% | -1.0% |
| 1Y | +12.3% | +83.1% | -70.8% | +0.9% |
| 3Y | +71.5% | -5.9% | +77.4% | +64.5% |
| 5Y | +70.2% | +4.8% | +65.4% | +55.2% |
| 10Y | +227.5% | +17.5% | +209.9% | +117.5% |
| All | +1,075.5% | +863.3% | +212.2% | +374.3% |
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 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