+172.5%
XLI vs SPOT
+227.0%
-54.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -1.1% | -0.9% | -0.1% | -0.9% |
| 30D | -5.9% | +12.5% | -18.4% | -7.5% |
| 3M | -0.3% | +9.9% | -10.2% | -1.9% |
| 6M | +0.1% | +1.6% | -1.4% | -0.9% |
| YTD | +13.6% | -6.6% | +20.2% | +13.3% |
| 1Y | +17.2% | -22.9% | +40.1% | +20.1% |
| 3Y | +68.2% | +244.3% | -176.1% | +34.8% |
| 5Y | +80.7% | +117.8% | -37.1% | +48.0% |
| All | +172.5% | +227.0% | -54.4% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling