+330.8%
SLB vs XLP
+577.3%
-246.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.1% |
| 7D | -7.7% | +3.5% | -11.2% | -10.5% |
| 30D | -0.7% | +11.6% | -12.3% | -10.0% |
| 3M | 0.0% | +7.6% | -7.7% | -6.8% |
| 6M | -10.4% | +10.0% | -20.5% | -18.5% |
| YTD | +31.5% | +19.7% | +11.7% | +11.2% |
| 1Y | +39.1% | +23.5% | +15.7% | +14.6% |
| 3Y | -5.7% | +44.0% | -49.7% | -32.9% |
| 5Y | +65.4% | +42.7% | +22.7% | +16.6% |
| 10Y | -15.6% | +131.3% | -146.9% | -60.5% |
| All | +330.8% | +577.3% | -246.5% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling