+99.4%
XBI vs XLI
+70.0%
+29.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.3% |
| 7D | -4.6% | -1.7% | -3.0% | -3.3% |
| 30D | -2.0% | -7.3% | +5.3% | +4.5% |
| 3M | +17.8% | -1.3% | +19.1% | +18.5% |
| 6M | +23.7% | +2.2% | +21.5% | +20.3% |
| YTD | +28.2% | +11.7% | +16.5% | +14.5% |
| 1Y | +64.0% | +14.3% | +49.7% | +43.2% |
| 3Y | +99.4% | +70.3% | +29.1% | +6.9% |
| All | +99.4% | +70.0% | +29.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 3y: compounded portfolio wealth divided by compounded XLI 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…
3y analysis · Full analysis span regression · 6 months rolling