+73.0%
XLF vs XLI
+68.2%
+4.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -2.9% | -2.3% | -0.6% | -1.3% |
| 30D | -1.6% | -8.2% | +6.5% | +4.4% |
| 3M | +9.3% | +0.8% | +8.5% | +8.0% |
| 6M | +14.6% | +0.8% | +13.7% | +12.7% |
| YTD | +4.7% | +10.5% | -5.8% | -4.7% |
| 1Y | +8.6% | +14.1% | -5.5% | -4.0% |
| All | +73.0% | +68.2% | +4.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling