+87.6%
XLI vs SMR
-14.3%
+101.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.7% | +16.7% | +2.0% |
| 7D | -1.7% | -11.2% | +9.6% | -1.2% |
| 30D | -7.3% | -10.2% | +3.0% | -6.9% |
| 3M | -1.3% | -10.0% | +8.7% | -1.4% |
| 6M | +2.2% | -30.5% | +32.7% | +3.1% |
| YTD | +11.7% | -39.2% | +50.9% | +13.0% |
| 1Y | +14.3% | -75.5% | +89.8% | +19.9% |
| 3Y | +70.3% | +45.4% | +24.9% | +52.3% |
| All | +87.6% | -14.3% | +101.9% | +77.8% |
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