+148.9%
XLE vs XLI
+63.8%
+85.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -12.0% | -2.8% | -9.2% | -10.5% |
| 30D | -2.7% | -3.1% | +0.3% | -1.1% |
| 3M | +6.6% | -11.7% | +18.3% | +14.5% |
| 6M | +9.5% | -7.6% | +17.1% | +13.5% |
| YTD | +40.6% | +5.7% | +34.8% | +30.7% |
| 1Y | +43.6% | +7.8% | +35.8% | +31.3% |
| 3Y | +58.1% | +67.4% | -9.3% | +1.1% |
| All | +148.9% | +63.8% | +85.1% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling