+988.3%
XLE vs XLI
+1,036.8%
-48.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -12.0% | -2.8% | -9.2% | -9.9% |
| 30D | -2.7% | -3.1% | +0.3% | -0.3% |
| 3M | +6.6% | -11.7% | +18.3% | +18.0% |
| 6M | +9.5% | -7.6% | +17.1% | +15.3% |
| YTD | +40.6% | +5.7% | +34.8% | +29.8% |
| 1Y | +43.6% | +7.8% | +35.8% | +30.1% |
| 3Y | +58.1% | +67.4% | -9.3% | -3.8% |
| 5Y | +152.2% | +64.8% | +87.4% | +54.3% |
| 10Y | +172.9% | +241.2% | -68.3% | -6.9% |
| All | +988.3% | +1,036.8% | -48.4% | +53.0% |
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 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