-13.1%
SLB vs XLU
+164.3%
-177.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +3.5% | +2.1% | +1.4% | +2.5% |
| 30D | +6.5% | +5.6% | +1.0% | +3.7% |
| 3M | -0.2% | +0.7% | -1.0% | -0.8% |
| 6M | -5.7% | -0.1% | -5.7% | -6.1% |
| YTD | +36.8% | +5.3% | +31.5% | +32.5% |
| 1Y | +45.8% | +2.2% | +43.6% | +43.2% |
| 3Y | +3.4% | +61.6% | -58.3% | -20.3% |
| 5Y | +76.1% | +53.6% | +22.6% | +37.6% |
| All | -13.1% | +164.3% | -177.4% | -34.8% |
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