+1,019.2%
XLE vs XLU
+651.1%
+368.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.6% |
| 30D | -4.0% | +5.3% | -9.3% | -7.5% |
| 3M | +4.6% | +1.2% | +3.4% | +3.4% |
| 6M | +12.3% | -1.6% | +13.9% | +12.7% |
| YTD | +44.5% | +4.8% | +39.8% | +38.1% |
| 1Y | +42.4% | +0.5% | +41.9% | +40.0% |
| 3Y | +67.0% | +58.9% | +8.1% | +16.6% |
| 5Y | +161.9% | +52.7% | +109.2% | +83.8% |
| 10Y | +173.9% | +161.0% | +12.9% | +23.4% |
| All | +1,019.2% | +651.1% | +368.2% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling