+80.9%
XLI vs SPG
+104.0%
-23.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | -6.9% | -6.3% | -0.7% | -4.4% |
| 3M | -1.9% | -2.4% | +0.5% | -1.2% |
| 6M | +1.0% | +9.6% | -8.6% | -3.4% |
| YTD | +11.3% | +14.2% | -2.9% | +4.5% |
| 1Y | +15.8% | +19.3% | -3.5% | +6.4% |
| 3Y | +69.8% | +106.7% | -36.9% | +20.5% |
| 5Y | +80.9% | +104.2% | -23.3% | +23.6% |
| All | +80.9% | +104.0% | -23.2% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling