+17.2%
XLI vs XLU
+4.9%
+12.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -5.9% | -1.3% | -4.6% | -5.5% |
| 3M | -0.3% | -1.3% | +1.1% | 0.0% |
| 6M | +0.1% | -7.6% | +7.8% | +2.9% |
| YTD | +13.6% | +2.3% | +11.3% | +12.1% |
| 1Y | +17.2% | +5.8% | +11.4% | +15.5% |
| All | +17.2% | +4.9% | +12.3% | +15.5% |
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