-3.1%
SLB vs XLP
+101.7%
-104.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +0.8% | -1.0% | +1.9% | +1.6% |
| 30D | +15.8% | -0.9% | +16.7% | +16.4% |
| 3M | -0.3% | +3.8% | -4.2% | -4.0% |
| 6M | +21.3% | -1.7% | +23.1% | +22.2% |
| YTD | +52.3% | +10.3% | +42.0% | +39.4% |
| 1Y | +63.6% | +7.8% | +55.8% | +52.3% |
| 3Y | +3.8% | +27.2% | -23.4% | -17.4% |
| 5Y | +128.6% | +32.5% | +96.1% | +71.4% |
| All | -3.1% | +101.7% | -104.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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