+248.8%
XLF vs XLI
+260.4%
-11.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | -1.5% | -1.7% | +0.2% | +0.1% |
| 30D | -1.2% | -7.3% | +6.1% | +6.0% |
| 3M | +9.2% | -1.3% | +10.5% | +10.0% |
| 6M | +16.3% | +2.2% | +14.1% | +12.5% |
| YTD | +5.4% | +11.7% | -6.3% | -6.7% |
| 1Y | +7.6% | +14.3% | -6.7% | -7.0% |
| 3Y | +74.2% | +70.3% | +3.9% | +0.6% |
| 5Y | +66.1% | +82.3% | -16.2% | -10.5% |
| All | +248.8% | +260.4% | -11.5% | -6.2% |
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 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