+12.3%
XLI vs XLU
+0.7%
+11.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.6% | +2.6% | -2.1% | -0.3% |
| 30D | -0.4% | +9.1% | -9.5% | -3.5% |
| 3M | -8.8% | -0.4% | -8.4% | -8.7% |
| 6M | -0.4% | -4.7% | +4.3% | +1.4% |
| YTD | +10.1% | +4.3% | +5.8% | +7.5% |
| 1Y | +12.3% | +1.0% | +11.3% | +11.0% |
| All | +12.3% | +0.7% | +11.6% | +11.0% |
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