+250.2%
XLI vs SPG
+64.3%
+185.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -8.2% | -5.8% | -2.4% | -6.4% |
| 3M | +0.8% | -2.8% | +3.6% | +1.5% |
| 6M | +0.8% | +8.9% | -8.0% | -2.1% |
| YTD | +10.5% | +14.3% | -3.8% | +5.5% |
| 1Y | +14.1% | +19.5% | -5.4% | +7.3% |
| 3Y | +68.6% | +106.9% | -38.3% | +32.0% |
| 5Y | +80.4% | +108.7% | -28.3% | +39.0% |
| All | +250.2% | +64.3% | +185.8% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling