+252.4%
XLI vs SLB
-4.3%
+256.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | -5.8% | +13.6% | -19.4% | -9.4% |
| 3M | +0.7% | +1.5% | -0.8% | -0.4% |
| 6M | +3.2% | +23.0% | -19.8% | -3.9% |
| YTD | +13.0% | +51.2% | -38.2% | -1.1% |
| 1Y | +16.8% | +63.5% | -46.7% | -0.5% |
| 3Y | +72.4% | +2.5% | +69.9% | +64.6% |
| 5Y | +82.8% | +139.2% | -56.4% | +26.7% |
| 10Y | +252.4% | -4.8% | +257.2% | +177.0% |
| All | +252.4% | -4.3% | +256.7% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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