+179.2%
XLE vs XLI
+225.1%
-45.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +5.4% | +3.8% | +1.7% | +1.8% |
| 30D | -3.9% | +1.0% | -5.0% | -5.2% |
| 3M | +7.0% | -8.9% | +15.9% | +16.0% |
| 6M | +14.2% | -2.3% | +16.5% | +14.3% |
| YTD | +48.2% | +9.7% | +38.5% | +30.2% |
| 1Y | +47.7% | +12.3% | +35.4% | +26.4% |
| 3Y | +70.0% | +71.5% | -1.5% | -7.7% |
| 5Y | +169.1% | +70.2% | +99.0% | +45.3% |
| All | +179.2% | +225.1% | -45.9% | -16.1% |
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