-14.4%
SLB vs XLU
+162.9%
-177.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | +1.2% | +1.4% | +2.0% |
| 30D | +4.4% | +4.6% | -0.2% | +2.1% |
| 3M | -2.7% | +0.7% | -3.4% | -3.2% |
| 6M | -7.5% | -1.7% | -5.8% | -7.1% |
| YTD | +34.8% | +4.8% | +30.1% | +30.9% |
| 1Y | +44.6% | +0.2% | +44.4% | +43.4% |
| 3Y | +3.2% | +58.9% | -55.7% | -19.7% |
| 5Y | +73.6% | +52.8% | +20.8% | +35.9% |
| All | -14.4% | +162.9% | -177.3% | -35.6% |
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