-5.8%
SLB vs XLU
+140.5%
-146.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | -1.6% | -0.9% | -1.8% |
| 30D | +7.1% | -3.3% | +10.4% | +8.7% |
| 3M | +0.6% | -3.2% | +3.8% | +2.0% |
| 6M | +17.6% | -7.0% | +24.6% | +21.3% |
| YTD | +48.5% | +0.6% | +47.8% | +47.2% |
| 1Y | +59.4% | +2.4% | +57.0% | +56.3% |
| 3Y | -0.4% | +46.3% | -46.6% | -19.1% |
| 5Y | +133.8% | +44.0% | +89.8% | +89.1% |
| All | -5.8% | +140.5% | -146.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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