-5.8%
SLB vs XLY
+220.9%
-226.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -2.5% | -1.7% | -0.8% | -1.3% |
| 30D | +7.1% | -4.2% | +11.3% | +10.4% |
| 3M | +0.6% | -2.7% | +3.3% | +1.9% |
| 6M | +17.6% | -0.6% | +18.2% | +16.9% |
| YTD | +48.5% | -5.0% | +53.5% | +52.6% |
| 1Y | +59.4% | -4.1% | +63.5% | +62.2% |
| 3Y | -0.4% | +33.6% | -34.0% | -22.8% |
| 5Y | +133.8% | +28.7% | +105.1% | +75.5% |
| All | -5.8% | +220.9% | -226.7% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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