+1,075.5%
XLI vs SPG
+3,174.0%
-2,098.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.8% | +2.0% | +1.8% | +3.1% |
| 30D | +1.0% | +17.2% | -16.2% | -4.3% |
| 3M | -8.9% | +6.3% | -15.2% | -10.8% |
| 6M | -2.3% | +18.7% | -21.0% | -8.0% |
| YTD | +9.7% | +30.1% | -20.4% | 0.0% |
| 1Y | +12.3% | +32.8% | -20.5% | +1.7% |
| 3Y | +71.5% | +133.6% | -62.1% | +27.3% |
| 5Y | +70.2% | +84.4% | -14.2% | +34.8% |
| 10Y | +227.5% | +114.3% | +113.1% | +120.0% |
| All | +1,075.5% | +3,174.0% | -2,098.5% | +186.0% |
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