+49.9%
XLE vs XLI
+12.2%
+37.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.7% | -5.0% |
| 7D | -7.2% | +0.6% | -7.8% | -7.0% |
| 30D | +0.1% | -0.4% | +0.5% | +0.1% |
| 3M | +9.2% | -8.8% | +18.0% | +6.8% |
| 6M | +8.4% | -0.4% | +8.7% | +8.1% |
| YTD | +44.9% | +10.1% | +34.8% | +42.7% |
| 1Y | +49.9% | +12.3% | +37.5% | +47.0% |
| All | +49.9% | +12.2% | +37.7% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling