+1,075.2%
XLI vs SM
+768.9%
+306.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -1.5% | -19.5% | +18.0% | +1.1% |
| 30D | -0.3% | -20.2% | +19.9% | +2.4% |
| 3M | -8.4% | -6.5% | -1.8% | -8.1% |
| 6M | -2.1% | +1.6% | -3.6% | -3.7% |
| YTD | +9.6% | +61.2% | -51.6% | +0.3% |
| 1Y | +10.7% | +65.4% | -54.7% | +0.7% |
| 3Y | +71.6% | -13.0% | +84.6% | +66.3% |
| 5Y | +70.8% | -4.3% | +75.0% | +57.6% |
| 10Y | +228.0% | +3.0% | +224.9% | +121.9% |
| All | +1,075.2% | +768.9% | +306.3% | +380.8% |
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 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