+1,117.4%
XLI vs SPG
+2,812.1%
-1,694.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | -5.9% | -6.8% | +0.9% | -3.7% |
| 3M | -0.3% | +2.7% | -2.9% | -1.4% |
| 6M | +0.1% | +5.5% | -5.3% | -1.9% |
| YTD | +13.6% | +15.7% | -2.1% | +7.8% |
| 1Y | +17.2% | +20.9% | -3.7% | +9.4% |
| 3Y | +68.2% | +112.4% | -44.2% | +29.0% |
| 5Y | +80.7% | +101.4% | -20.6% | +39.1% |
| 10Y | +253.3% | +60.6% | +192.6% | +161.6% |
| All | +1,117.4% | +2,812.1% | -1,694.6% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling