+3.2%
SLB vs XLP
+27.4%
-24.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | -1.0% | +1.9% | +1.3% |
| 30D | +15.8% | -0.9% | +16.7% | +16.2% |
| 3M | -0.3% | +3.8% | -4.2% | -2.6% |
| 6M | +21.3% | -1.7% | +23.1% | +22.1% |
| YTD | +52.3% | +10.3% | +42.0% | +44.6% |
| 1Y | +63.6% | +7.8% | +55.8% | +57.0% |
| All | +3.2% | +27.4% | -24.3% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling