+228.0%
XLI vs SLB
-16.9%
+244.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.5% | -4.3% | +2.8% | -0.3% |
| 30D | -0.3% | +1.9% | -2.2% | -1.0% |
| 3M | -8.4% | -5.7% | -2.6% | -7.2% |
| 6M | -2.1% | -5.3% | +3.3% | -1.6% |
| YTD | +9.6% | +32.2% | -22.5% | -0.6% |
| 1Y | +10.7% | +38.5% | -27.8% | -1.2% |
| 3Y | +71.6% | +1.1% | +70.4% | +64.2% |
| 5Y | +70.8% | +70.3% | +0.5% | +32.0% |
| 10Y | +228.0% | -17.3% | +245.2% | +167.1% |
| All | +228.0% | -16.9% | +244.8% | +167.1% |
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