+311.2%
SPY vs XLI
+256.6%
+54.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.0% | -2.3% | +0.3% | -0.2% |
| 30D | -1.7% | -8.2% | +6.5% | +5.1% |
| 3M | +4.7% | +0.8% | +4.0% | +3.8% |
| 6M | +12.5% | +0.8% | +11.7% | +11.1% |
| YTD | +11.7% | +10.5% | +1.2% | +2.3% |
| 1Y | +17.5% | +14.1% | +3.4% | +4.7% |
| 3Y | +76.6% | +68.6% | +8.0% | +15.1% |
| 5Y | +82.0% | +80.4% | +1.6% | +12.4% |
| All | +311.2% | +256.6% | +54.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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