+348.4%
SLB vs XLU
+654.8%
-306.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | +3.5% | +2.1% | +1.4% | +2.1% |
| 30D | +6.5% | +5.6% | +1.0% | +2.6% |
| 3M | -0.2% | +0.7% | -1.0% | -1.1% |
| 6M | -5.7% | -0.1% | -5.7% | -6.3% |
| YTD | +36.8% | +5.3% | +31.5% | +30.7% |
| 1Y | +45.8% | +2.2% | +43.6% | +42.0% |
| 3Y | +3.4% | +61.6% | -58.3% | -27.9% |
| 5Y | +76.1% | +53.6% | +22.6% | +24.3% |
| 10Y | -13.0% | +162.3% | -175.3% | -60.7% |
| All | +348.4% | +654.8% | -306.4% | -2.5% |
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