+342.2%
SLB vs XLU
+651.1%
-308.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.2% | +0.5% | -1.6% | -1.5% |
| 30D | +4.5% | +5.3% | -0.8% | +0.8% |
| 3M | -4.6% | +1.2% | -5.7% | -5.7% |
| 6M | -6.3% | -1.6% | -4.7% | -5.9% |
| YTD | +35.0% | +4.8% | +30.2% | +29.4% |
| 1Y | +38.8% | +0.5% | +38.3% | +36.7% |
| 3Y | +3.3% | +58.9% | -55.6% | -27.1% |
| 5Y | +73.6% | +52.7% | +20.9% | +23.0% |
| 10Y | -14.2% | +161.0% | -175.2% | -61.1% |
| All | +342.2% | +651.1% | -308.8% | -3.6% |
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 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