+80.9%
XLI vs SPOT
+111.4%
-30.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -0.6% | -6.5% | +5.9% | +0.2% |
| 30D | -6.9% | +2.2% | -9.1% | -7.3% |
| 3M | -1.9% | +5.4% | -7.3% | -2.9% |
| 6M | +1.0% | -4.0% | +5.0% | +0.9% |
| YTD | +11.3% | -9.9% | +21.3% | +11.8% |
| 1Y | +15.8% | -27.3% | +43.1% | +19.8% |
| 3Y | +69.8% | +236.4% | -166.6% | +36.7% |
| 5Y | +80.9% | +112.6% | -31.7% | +43.0% |
| All | +80.9% | +111.4% | -30.5% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling