+71.5%
XLI vs SLB
+4.7%
+66.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +3.8% | +3.5% | +0.3% | +2.9% |
| 30D | +1.0% | +6.5% | -5.5% | -0.6% |
| 3M | -8.9% | -0.2% | -8.7% | -9.2% |
| 6M | -2.3% | -5.7% | +3.4% | -1.6% |
| YTD | +9.7% | +36.8% | -27.2% | -1.1% |
| 1Y | +12.3% | +45.8% | -33.5% | -0.7% |
| 3Y | +71.5% | +3.4% | +68.1% | +61.3% |
| All | +71.5% | +4.7% | +66.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling