+72.4%
XLI vs SO
+46.8%
+25.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | -5.8% | -3.2% | -2.6% | -5.4% |
| 3M | +0.7% | -1.7% | +2.4% | +0.8% |
| 6M | +3.2% | -7.2% | +10.4% | +4.0% |
| YTD | +13.0% | +4.6% | +8.5% | +12.0% |
| 1Y | +16.8% | +1.2% | +15.6% | +16.1% |
| 3Y | +72.4% | +45.3% | +27.1% | +56.1% |
| All | +72.4% | +46.8% | +25.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling