+192.9%
XOM vs XLI
+260.4%
-67.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | +4.1% | -1.7% | +5.7% | +5.3% |
| 30D | +4.6% | -7.3% | +11.8% | +10.5% |
| 3M | +14.0% | -1.3% | +15.3% | +14.1% |
| 6M | +11.0% | +2.2% | +8.7% | +6.4% |
| YTD | +40.7% | +11.7% | +29.0% | +25.1% |
| 1Y | +52.3% | +14.3% | +38.0% | +32.4% |
| 3Y | +60.5% | +70.3% | -9.9% | -3.2% |
| 5Y | +266.4% | +82.3% | +184.1% | +104.8% |
| All | +192.9% | +260.4% | -67.5% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling