+181.3%
XLE vs XLI
+250.3%
-69.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +2.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.8% |
| 30D | +8.5% | -6.9% | +15.5% | +15.8% |
| 3M | +14.6% | -1.9% | +16.6% | +15.2% |
| 6M | +17.6% | +1.0% | +16.5% | +13.2% |
| YTD | +48.1% | +11.3% | +36.8% | +28.9% |
| 1Y | +53.8% | +15.8% | +38.0% | +28.2% |
| 3Y | +56.2% | +69.8% | -13.6% | -13.8% |
| 5Y | +227.7% | +80.9% | +146.8% | +66.7% |
| 10Y | +181.3% | +257.2% | -75.9% | -25.4% |
| All | +181.3% | +250.3% | -69.0% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling