+399.1%
SLB vs XLU
+633.0%
-233.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.2% |
| 30D | +15.8% | -1.3% | +17.2% | +16.6% |
| 3M | -0.3% | -1.3% | +1.0% | +0.1% |
| 6M | +21.3% | -7.6% | +29.0% | +27.3% |
| YTD | +52.3% | +2.3% | +50.0% | +48.7% |
| 1Y | +63.6% | +5.8% | +57.8% | +55.6% |
| 3Y | +3.8% | +50.5% | -46.8% | -24.1% |
| 5Y | +128.6% | +44.1% | +84.5% | +68.5% |
| 10Y | -3.1% | +138.2% | -141.3% | -53.0% |
| All | +399.1% | +633.0% | -233.9% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling