+68.5%
XLI vs SPXU
-79.4%
+148.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -0.2% |
| 7D | -2.3% | +6.4% | -8.7% | -0.4% |
| 30D | -8.2% | +5.9% | -14.1% | -6.4% |
| 3M | +0.8% | -11.7% | +12.4% | -2.3% |
| 6M | +0.8% | -28.7% | +29.5% | -7.5% |
| YTD | +10.5% | -26.4% | +36.9% | +2.8% |
| 1Y | +14.1% | -35.2% | +49.4% | +2.9% |
| All | +68.5% | -79.4% | +148.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling