-0.4%
SLB vs XLY
+35.2%
-35.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -2.5% | -1.7% | -0.8% | -1.6% |
| 30D | +7.1% | -4.2% | +11.3% | +9.6% |
| 3M | +0.6% | -2.7% | +3.3% | +1.7% |
| 6M | +17.6% | -0.6% | +18.2% | +17.1% |
| YTD | +48.5% | -5.0% | +53.5% | +51.9% |
| 1Y | +59.4% | -4.1% | +63.5% | +61.8% |
| 3Y | -0.4% | +33.6% | -34.0% | -17.0% |
| All | -0.4% | +35.2% | -35.5% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling