+816.1%
XLI vs SPYG
+561.6%
+254.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.1% |
| 30D | -5.8% | -1.6% | -4.3% | -4.7% |
| 3M | +0.7% | +3.4% | -2.7% | -2.0% |
| 6M | +3.2% | +18.9% | -15.7% | -10.1% |
| YTD | +13.0% | +13.8% | -0.8% | +1.7% |
| 1Y | +16.8% | +20.6% | -3.8% | +0.2% |
| 3Y | +72.4% | +100.5% | -28.1% | -2.2% |
| 5Y | +82.8% | +84.6% | -1.8% | +8.1% |
| 10Y | +252.4% | +410.8% | -158.4% | -8.0% |
| All | +816.1% | +561.6% | +254.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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