+14.6%
XLF vs XLU
-7.6%
+22.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | -1.6% | -2.5% | +0.9% | -1.4% |
| 3M | +9.3% | -2.7% | +12.0% | +9.4% |
| 6M | +14.6% | -7.5% | +22.0% | +15.1% |
| All | +14.6% | -7.6% | +22.2% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling