+99.4%
XBI vs XLU
+47.0%
+52.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.6% | -1.6% | -3.0% | -3.9% |
| 30D | -2.0% | -3.3% | +1.3% | -0.5% |
| 3M | +17.8% | -3.2% | +20.9% | +19.3% |
| 6M | +23.7% | -7.0% | +30.7% | +27.5% |
| YTD | +28.2% | +0.6% | +27.6% | +26.5% |
| 1Y | +64.0% | +2.4% | +61.5% | +60.1% |
| 3Y | +99.4% | +46.3% | +53.1% | +45.7% |
| All | +99.4% | +47.0% | +52.4% | +45.7% |
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