+235.2%
XLI vs SLB
-15.8%
+251.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.6% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | -0.2% | +2.9% | -3.1% | -1.1% |
| 3M | -8.6% | +0.2% | -8.8% | -9.1% |
| 6M | -2.0% | -4.4% | +2.5% | -1.8% |
| YTD | +9.7% | +33.4% | -23.7% | -0.8% |
| 1Y | +11.4% | +40.8% | -29.4% | -1.0% |
| 3Y | +74.2% | +3.2% | +71.0% | +65.8% |
| 5Y | +70.0% | +64.8% | +5.2% | +32.8% |
| 10Y | +235.2% | -16.6% | +251.8% | +172.7% |
| All | +235.2% | -15.8% | +251.1% | +172.7% |
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