+985.5%
XLI vs SPXU
-100.0%
+1,085.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +0.1% |
| 7D | +1.0% | -1.5% | +2.4% | +0.5% |
| 30D | -5.8% | +3.7% | -9.5% | -4.5% |
| 3M | +0.7% | -9.6% | +10.3% | -1.9% |
| 6M | +3.2% | -32.4% | +35.5% | -8.1% |
| YTD | +13.0% | -28.7% | +41.7% | +3.1% |
| 1Y | +16.8% | -38.2% | +55.0% | +2.2% |
| 3Y | +72.4% | -80.4% | +152.9% | +11.9% |
| 5Y | +82.8% | -86.0% | +168.8% | +22.3% |
| 10Y | +252.4% | -99.5% | +352.0% | +0.9% |
| All | +985.5% | -100.0% | +1,085.5% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling