+45.0%
XLE vs XLU
+0.3%
+44.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -10.3% | +0.4% | -10.7% | -10.3% |
| 30D | -3.3% | +5.2% | -8.5% | -3.7% |
| 3M | +8.2% | -0.1% | +8.3% | +8.2% |
| 6M | +5.0% | -5.3% | +10.4% | +6.0% |
| YTD | +40.6% | +3.5% | +37.0% | +38.3% |
| 1Y | +45.0% | +0.2% | +44.8% | +43.3% |
| All | +45.0% | +0.3% | +44.7% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling