+14.3%
XLI vs SPOT
-25.0%
+39.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -1.7% | -3.1% | +1.4% | -1.7% |
| 30D | -7.3% | +7.4% | -14.7% | -7.2% |
| 3M | -1.3% | +8.2% | -9.5% | -1.3% |
| 6M | +2.2% | +2.2% | 0.0% | +2.5% |
| YTD | +11.7% | -9.5% | +21.2% | +12.3% |
| 1Y | +14.3% | -23.8% | +38.1% | +16.1% |
| All | +14.3% | -25.0% | +39.3% | +16.1% |
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