+230.3%
XLI vs SO
+198.0%
+32.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +1.1% | +7.8% | -6.7% | -1.9% |
| 3M | -7.7% | +2.9% | -10.6% | -8.8% |
| 6M | -1.8% | +2.5% | -4.3% | -3.2% |
| YTD | +11.1% | +10.3% | +0.8% | +6.1% |
| 1Y | +12.1% | +6.4% | +5.8% | +8.6% |
| 3Y | +73.8% | +52.8% | +21.0% | +41.7% |
| 5Y | +73.8% | +78.7% | -4.9% | +30.2% |
| All | +230.3% | +198.0% | +32.3% | +123.9% |
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