+1,080.1%
XLI vs SPG
+3,183.0%
-2,102.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.3% | +3.1% | +1.2% | +3.2% |
| 30D | +0.5% | +16.4% | -16.0% | -4.6% |
| 3M | -8.6% | +7.1% | -15.7% | -10.7% |
| 6M | -2.3% | +16.1% | -18.4% | -7.4% |
| YTD | +10.1% | +30.4% | -20.3% | +0.3% |
| 1Y | +11.0% | +33.0% | -22.0% | +0.5% |
| 3Y | +72.3% | +134.6% | -62.4% | +27.8% |
| 5Y | +70.8% | +84.9% | -14.1% | +35.2% |
| 10Y | +228.7% | +114.9% | +113.8% | +120.6% |
| All | +1,080.1% | +3,183.0% | -2,102.9% | +186.8% |
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 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