+10.7%
XLI vs SLB
+38.6%
-27.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.5% | -4.3% | +2.8% | -0.9% |
| 30D | -0.3% | +1.9% | -2.2% | -0.6% |
| 3M | -8.4% | -5.7% | -2.6% | -7.8% |
| 6M | -2.1% | -5.3% | +3.3% | -1.6% |
| YTD | +9.6% | +32.2% | -22.5% | +3.2% |
| 1Y | +10.7% | +38.5% | -27.8% | +3.4% |
| All | +10.7% | +38.6% | -27.9% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling