+130.8%
SLB vs XLC
+38.0%
+92.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +0.8% | -0.8% | +1.7% | +1.2% |
| 30D | +15.8% | +1.0% | +14.8% | +15.3% |
| 3M | -0.3% | -0.7% | +0.3% | -0.2% |
| 6M | +21.3% | -5.1% | +26.5% | +23.8% |
| YTD | +52.3% | -4.3% | +56.6% | +54.6% |
| 1Y | +63.6% | -0.6% | +64.2% | +63.1% |
| 3Y | +3.8% | +72.7% | -68.9% | -15.6% |
| All | +130.8% | +38.0% | +92.8% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling