+147.1%
AMAT vs XLU
+53.4%
+93.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.5% | +9.8% | +10.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -26.9% | +5.7% | -32.7% | -28.7% |
| 3M | -31.2% | +1.2% | -32.3% | -31.6% |
| 6M | -14.7% | -0.7% | -14.0% | -14.8% |
| YTD | +44.7% | +4.7% | +40.0% | +40.9% |
| 1Y | +62.0% | +0.4% | +61.5% | +60.7% |
| 3Y | +165.0% | +59.6% | +105.3% | +110.5% |
| 5Y | +147.1% | +52.9% | +94.2% | +100.7% |
| All | +147.1% | +53.4% | +93.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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