+64.1%
XLI vs SLB
+65.5%
-1.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -2.8% | -7.1% | +4.3% | -1.3% |
| 30D | -3.1% | +4.1% | -7.2% | -4.0% |
| 3M | -11.7% | -2.6% | -9.1% | -11.6% |
| 6M | -7.6% | -8.6% | +1.0% | -6.5% |
| YTD | +5.7% | +32.2% | -26.5% | -1.9% |
| 1Y | +7.8% | +40.7% | -32.8% | -1.5% |
| 3Y | +67.4% | -4.5% | +71.9% | +62.4% |
| All | +64.1% | +65.5% | -1.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling