+1,477.5%
XLK vs XLI
+1,097.3%
+380.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.3% |
| 7D | +2.3% | -0.6% | +2.9% | +2.8% |
| 30D | +0.8% | -6.9% | +7.8% | +7.5% |
| 3M | +4.1% | -1.9% | +6.0% | +5.9% |
| 6M | +34.8% | +1.0% | +33.7% | +33.3% |
| YTD | +30.8% | +11.3% | +19.5% | +18.4% |
| 1Y | +42.4% | +15.8% | +26.5% | +24.5% |
| 3Y | +121.8% | +69.8% | +52.0% | +38.8% |
| 5Y | +146.6% | +80.9% | +65.7% | +47.2% |
| 10Y | +804.3% | +257.2% | +547.0% | +187.0% |
| All | +1,477.5% | +1,097.3% | +380.3% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling