+81.8%
XLI vs SPXU
-86.1%
+168.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.4% |
| 7D | -1.7% | +2.5% | -4.1% | -0.9% |
| 30D | -7.3% | +4.2% | -11.5% | -6.0% |
| 3M | -1.3% | -9.3% | +7.9% | -3.6% |
| 6M | +2.2% | -30.7% | +32.9% | -6.6% |
| YTD | +11.7% | -28.1% | +39.8% | +3.5% |
| 1Y | +14.3% | -35.2% | +49.5% | +3.5% |
| 3Y | +70.3% | -79.9% | +150.3% | +19.9% |
| All | +81.8% | -86.1% | +168.0% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling