+82.8%
XLI vs SO
+61.3%
+21.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +1.0% | +1.0% | 0.0% | +0.7% |
| 30D | -5.8% | -3.2% | -2.6% | -5.0% |
| 3M | +0.7% | -1.7% | +2.4% | +0.9% |
| 6M | +3.2% | -7.2% | +10.4% | +5.0% |
| YTD | +13.0% | +4.6% | +8.5% | +11.1% |
| 1Y | +16.8% | +1.2% | +15.6% | +15.7% |
| 3Y | +72.4% | +45.3% | +27.1% | +48.3% |
| 5Y | +82.8% | +58.7% | +24.0% | +51.2% |
| All | +82.8% | +61.3% | +21.4% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling