+1,075.5%
XLI vs SPY
+913.1%
+162.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +3.8% | +2.6% | +1.2% | +1.3% |
| 30D | +1.0% | -2.0% | +3.0% | +3.0% |
| 3M | -8.9% | -2.8% | -6.1% | -6.5% |
| 6M | -2.3% | +2.1% | -4.4% | -4.4% |
| YTD | +9.7% | +11.5% | -1.8% | -1.3% |
| 1Y | +12.3% | +13.5% | -1.2% | -0.6% |
| 3Y | +71.5% | +77.7% | -6.2% | -2.3% |
| 5Y | +70.2% | +72.6% | -2.4% | -1.2% |
| 10Y | +227.5% | +308.2% | -80.7% | -16.6% |
| All | +1,075.5% | +913.1% | +162.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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