+17.2%
XLI vs SPOT
-21.9%
+39.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | -1.1% | -0.9% | -0.1% | -1.1% |
| 30D | -5.9% | +12.5% | -18.4% | -5.8% |
| 3M | -0.3% | +9.9% | -10.2% | -0.1% |
| 6M | +0.1% | +1.6% | -1.4% | +0.5% |
| YTD | +13.6% | -6.6% | +20.2% | +14.0% |
| 1Y | +17.2% | -22.9% | +40.1% | +18.3% |
| All | +17.2% | -21.9% | +39.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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