+43.6%
XLE vs XLB
+23.8%
+19.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -12.0% | -1.5% | -10.5% | -12.0% |
| 30D | -2.7% | +6.1% | -8.8% | -2.5% |
| 3M | +6.6% | 0.0% | +6.5% | +6.6% |
| 6M | +9.5% | 0.0% | +9.6% | +10.4% |
| YTD | +40.6% | +16.0% | +24.5% | +33.5% |
| 1Y | +43.6% | +24.7% | +18.9% | +32.0% |
| All | +43.6% | +23.8% | +19.8% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling