+14.7%
XLF vs XLI
+12.2%
+2.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +5.5% | +0.6% | +4.9% | +5.2% |
| 30D | +9.9% | -0.4% | +10.3% | +10.0% |
| 3M | +2.6% | -8.8% | +11.5% | +6.4% |
| 6M | +15.6% | -0.4% | +16.0% | +14.8% |
| YTD | +9.4% | +10.1% | -0.7% | +1.5% |
| 1Y | +14.7% | +12.3% | +2.4% | +4.7% |
| All | +14.7% | +12.2% | +2.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling