+1,052.6%
XLI vs SNY
+241.9%
+810.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.7% | -3.3% | +1.7% | -0.4% |
| 30D | -7.3% | -2.2% | -5.1% | -6.6% |
| 3M | -1.3% | -3.0% | +1.7% | -0.6% |
| 6M | +2.2% | +2.7% | -0.5% | +0.7% |
| YTD | +11.7% | -6.8% | +18.6% | +13.9% |
| 1Y | +14.3% | -5.3% | +19.5% | +15.4% |
| 3Y | +70.3% | -9.8% | +80.1% | +69.2% |
| 5Y | +82.3% | +9.7% | +72.6% | +63.0% |
| 10Y | +258.4% | +64.5% | +193.9% | +163.3% |
| All | +1,052.6% | +241.9% | +810.7% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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