+73.8%
XLI vs SPOT
+121.4%
-47.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.9% | -3.0% | +3.8% | +1.3% |
| 30D | +1.1% | +15.2% | -14.1% | -0.8% |
| 3M | -7.7% | +21.6% | -29.3% | -10.2% |
| 6M | -1.8% | +45.2% | -47.0% | -7.1% |
| YTD | +11.1% | +4.9% | +6.2% | +9.2% |
| 1Y | +12.1% | -4.8% | +16.9% | +11.8% |
| 3Y | +73.8% | +256.3% | -182.4% | +38.5% |
| 5Y | +73.8% | +120.2% | -46.4% | +40.9% |
| All | +73.8% | +121.4% | -47.7% | +40.9% |
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