-10.4%
SLB vs XLP
+10.8%
-21.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.8% |
| 7D | -7.7% | +3.5% | -11.2% | -7.1% |
| 30D | -0.7% | +11.6% | -12.3% | -0.3% |
| 3M | 0.0% | +7.6% | -7.7% | +0.1% |
| 6M | -10.4% | +10.0% | -20.5% | -8.5% |
| All | -10.4% | +10.8% | -21.2% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling