+75.4%
SPY vs XLU
+47.5%
+27.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -1.7% | -2.5% | +0.9% | -0.9% |
| 3M | +4.7% | -2.7% | +7.5% | +5.4% |
| 6M | +12.5% | -7.5% | +20.0% | +15.0% |
| YTD | +11.7% | +0.9% | +10.8% | +10.5% |
| 1Y | +17.5% | +3.3% | +14.2% | +15.1% |
| All | +75.4% | +47.5% | +27.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling