+69.9%
XLI vs XLB
+28.0%
+41.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +3.8% | +0.5% | +3.2% | +3.4% |
| 30D | +1.0% | +5.2% | -4.1% | -2.8% |
| 3M | -8.9% | +0.3% | -9.2% | -9.3% |
| 6M | -2.3% | +1.2% | -3.5% | -3.5% |
| YTD | +9.7% | +16.6% | -7.0% | -3.3% |
| 1Y | +12.3% | +21.4% | -9.1% | -4.1% |
| 3Y | +71.5% | +43.2% | +28.2% | +27.8% |
| All | +69.9% | +28.0% | +41.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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