+14.1%
XLI vs SPG
+19.7%
-5.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -8.2% | -5.8% | -2.4% | -6.7% |
| 3M | +0.8% | -2.8% | +3.6% | +1.0% |
| 6M | +0.8% | +8.9% | -8.0% | -2.7% |
| YTD | +10.5% | +14.3% | -3.8% | +5.8% |
| 1Y | +14.1% | +19.5% | -5.4% | +8.8% |
| All | +14.1% | +19.7% | -5.6% | +8.8% |
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