+84.2%
XLI vs SMR
-53.6%
+137.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | +3.8% | -8.3% | +12.0% | +4.3% |
| 30D | +1.0% | -20.1% | +21.1% | +2.2% |
| 3M | -8.9% | -52.7% | +43.8% | -5.5% |
| 6M | -2.3% | -61.0% | +58.8% | +1.9% |
| YTD | +9.7% | -67.1% | +76.8% | +14.5% |
| 1Y | +12.3% | -79.9% | +92.2% | +20.0% |
| 3Y | +71.5% | +101.7% | -30.3% | +46.9% |
| All | +84.2% | -53.6% | +137.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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