+74.2%
XLF vs XLU
+47.0%
+27.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | -1.2% | -3.3% | +2.2% | 0.0% |
| 3M | +9.2% | -3.2% | +12.3% | +10.3% |
| 6M | +16.3% | -7.0% | +23.3% | +19.1% |
| YTD | +5.4% | +0.6% | +4.8% | +4.1% |
| 1Y | +7.6% | +2.4% | +5.2% | +5.2% |
| 3Y | +74.2% | +46.3% | +28.0% | +45.6% |
| All | +74.2% | +47.0% | +27.2% | +45.6% |
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