+1,024.7%
XLE vs XLI
+1,121.5%
-96.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +2.2% | -1.1% | +3.3% | +3.1% |
| 30D | +11.8% | -5.9% | +17.7% | +17.6% |
| 3M | +9.8% | -0.3% | +10.1% | +8.9% |
| 6M | +15.6% | +0.1% | +15.5% | +12.7% |
| YTD | +45.3% | +13.6% | +31.7% | +26.6% |
| 1Y | +48.3% | +17.2% | +31.1% | +25.4% |
| 3Y | +55.4% | +68.2% | -12.8% | -5.4% |
| 5Y | +216.1% | +80.7% | +135.4% | +79.3% |
| 10Y | +178.4% | +253.3% | -74.9% | -7.6% |
| All | +1,024.7% | +1,121.5% | -96.8% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling