+181.3%
XLE vs XLB
+158.8%
+22.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.8% |
| 7D | +0.3% | -2.9% | +3.3% | +3.0% |
| 30D | +8.5% | -3.4% | +11.9% | +11.7% |
| 3M | +14.6% | +1.6% | +13.0% | +11.8% |
| 6M | +17.6% | +3.6% | +13.9% | +11.2% |
| YTD | +48.1% | +14.2% | +33.8% | +27.2% |
| 1Y | +53.8% | +15.6% | +38.2% | +30.1% |
| 3Y | +56.2% | +33.1% | +23.1% | +13.1% |
| 5Y | +227.7% | +35.1% | +192.7% | +128.4% |
| 10Y | +181.3% | +164.5% | +16.8% | -4.6% |
| All | +181.3% | +158.8% | +22.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XLB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling