-5.1%
XLI vs SSPC
-33.6%
+28.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.3% |
| 7D | +3.8% | -8.1% | +11.8% | +3.4% |
| 30D | +1.0% | +5.4% | -4.3% | +1.4% |
| 3M | -8.9% | -19.7% | +10.8% | -8.9% |
| All | -5.1% | -33.6% | +28.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 6mo: compounded portfolio wealth divided by compounded SSPC 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…
6mo analysis · Full analysis span regression · Available span rolling