+50.7%
XLE vs XLU
+3.1%
+47.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.7% | -1.6% | +3.3% | +1.8% |
| 30D | +6.7% | -3.3% | +10.0% | +7.0% |
| 3M | +14.9% | -3.2% | +18.0% | +15.4% |
| 6M | +15.9% | -7.0% | +22.9% | +16.8% |
| YTD | +47.7% | +0.6% | +47.1% | +46.3% |
| 1Y | +50.7% | +2.4% | +48.3% | +51.2% |
| All | +50.7% | +3.1% | +47.6% | +51.2% |
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