+72.4%
XLI vs SLB
+1.9%
+70.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -5.9% | +15.8% | -21.8% | -9.4% |
| 3M | -0.3% | -0.3% | +0.1% | -0.4% |
| 6M | +0.1% | +21.3% | -21.2% | -5.5% |
| YTD | +13.6% | +52.3% | -38.7% | +0.3% |
| 1Y | +17.2% | +63.6% | -46.4% | +1.0% |
| All | +72.4% | +1.9% | +70.5% | +59.7% |
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 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