+250.2%
XLI vs SO
+160.7%
+89.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -2.3% | -1.1% | -1.1% | -1.9% |
| 30D | -8.2% | -3.7% | -4.4% | -6.8% |
| 3M | +0.8% | -5.9% | +6.7% | +2.9% |
| 6M | +0.8% | -7.3% | +8.2% | +3.4% |
| YTD | +10.5% | +3.1% | +7.4% | +8.5% |
| 1Y | +14.1% | -1.0% | +15.1% | +13.6% |
| 3Y | +68.6% | +43.2% | +25.3% | +41.2% |
| 5Y | +80.4% | +59.1% | +21.3% | +42.5% |
| All | +250.2% | +160.7% | +89.5% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling