+412.9%
XLF vs XLI
+1,097.3%
-684.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +1.2% |
| 7D | -1.0% | -0.6% | -0.5% | -0.5% |
| 30D | -1.3% | -6.9% | +5.6% | +6.3% |
| 3M | +9.1% | -1.9% | +11.1% | +10.6% |
| 6M | +14.4% | +1.0% | +13.3% | +11.6% |
| YTD | +5.1% | +11.3% | -6.2% | -7.7% |
| 1Y | +8.6% | +15.8% | -7.2% | -8.7% |
| 3Y | +74.4% | +69.8% | +4.6% | -3.4% |
| 5Y | +64.4% | +80.9% | -16.5% | -15.3% |
| 10Y | +251.6% | +257.2% | -5.6% | -13.9% |
| All | +412.9% | +1,097.3% | -684.4% | -62.7% |
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 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