+12.3%
XLI vs SPG
+34.3%
-22.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.9% |
| 7D | +0.6% | +8.2% | -7.6% | -1.8% |
| 30D | -0.4% | +13.5% | -13.8% | -4.2% |
| 3M | -8.8% | +2.2% | -11.1% | -9.5% |
| 6M | -0.4% | +15.9% | -16.2% | -6.4% |
| YTD | +10.1% | +27.6% | -17.5% | +0.3% |
| 1Y | +12.3% | +30.9% | -18.6% | +1.4% |
| All | +12.3% | +34.3% | -22.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling