+1,117.4%
XLI vs SO
+1,601.9%
-484.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -5.9% | -4.6% | -1.4% | -4.3% |
| 3M | -0.3% | -3.0% | +2.8% | +0.7% |
| 6M | +0.1% | -8.3% | +8.4% | +3.1% |
| YTD | +13.6% | +3.5% | +10.1% | +11.5% |
| 1Y | +17.2% | -0.9% | +18.1% | +16.7% |
| 3Y | +68.2% | +45.4% | +22.9% | +42.0% |
| 5Y | +80.7% | +59.6% | +21.1% | +45.6% |
| 10Y | +253.3% | +156.6% | +96.7% | +131.9% |
| All | +1,117.4% | +1,601.9% | -484.5% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling