+386.1%
SLB vs XLY
+1,103.4%
-717.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.4% | -3.9% | +1.4% | +0.4% |
| 30D | +4.9% | -6.1% | +11.0% | +9.7% |
| 3M | +1.4% | -1.2% | +2.6% | +1.6% |
| 6M | +17.6% | -1.8% | +19.4% | +18.0% |
| YTD | +48.3% | -5.9% | +54.2% | +53.4% |
| 1Y | +58.7% | -3.1% | +61.8% | +60.2% |
| 3Y | +0.6% | +36.0% | -35.4% | -22.3% |
| 5Y | +133.6% | +27.6% | +106.0% | +78.5% |
| 10Y | -4.4% | +216.8% | -221.2% | -61.9% |
| All | +386.1% | +1,103.4% | -717.4% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling