+63.5%
SLB vs XLC
-1.1%
+64.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +0.4% | +0.6% | -0.1% | +0.3% |
| 30D | +13.6% | +0.2% | +13.3% | +13.5% |
| 3M | +1.5% | +0.6% | +0.8% | +1.6% |
| 6M | +23.0% | -4.5% | +27.5% | +25.3% |
| YTD | +51.2% | -4.7% | +55.9% | +53.4% |
| 1Y | +63.5% | -1.7% | +65.1% | +62.8% |
| All | +63.5% | -1.1% | +64.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling