+139.3%
SLB vs XLU
+43.5%
+95.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +7.8% | -0.4% | +8.2% | +7.9% |
| 3M | +2.7% | -1.7% | +4.4% | +3.2% |
| 6M | +22.2% | -7.1% | +29.3% | +25.3% |
| YTD | +51.1% | +1.9% | +49.1% | +49.3% |
| 1Y | +63.3% | +6.1% | +57.2% | +58.6% |
| 3Y | +2.4% | +48.8% | -46.3% | -12.6% |
| 5Y | +139.3% | +43.8% | +95.5% | +107.8% |
| All | +139.3% | +43.5% | +95.9% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling