+148.7%
XLK vs XLI
+80.9%
+67.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.2% |
| 7D | +0.2% | -1.7% | +1.9% | +1.9% |
| 30D | -0.6% | -7.3% | +6.6% | +7.4% |
| 3M | +2.6% | -1.3% | +3.9% | +4.0% |
| 6M | +34.0% | +2.2% | +31.7% | +30.4% |
| YTD | +30.7% | +11.7% | +19.0% | +15.3% |
| 1Y | +39.2% | +14.3% | +24.9% | +19.9% |
| 3Y | +120.4% | +70.3% | +50.1% | +23.2% |
| All | +148.7% | +80.9% | +67.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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