+414.6%
XLF vs XLU
+621.3%
-206.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -1.5% | -1.6% | +0.1% | -0.3% |
| 30D | -1.2% | -3.3% | +2.2% | +1.2% |
| 3M | +9.2% | -3.2% | +12.3% | +11.4% |
| 6M | +16.3% | -7.0% | +23.3% | +21.6% |
| YTD | +5.4% | +0.6% | +4.8% | +3.7% |
| 1Y | +7.6% | +2.4% | +5.2% | +4.3% |
| 3Y | +74.2% | +46.3% | +28.0% | +27.6% |
| 5Y | +66.1% | +44.0% | +22.2% | +21.0% |
| 10Y | +252.8% | +140.1% | +112.7% | +65.7% |
| All | +414.6% | +621.3% | -206.6% | +0.2% |
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 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