+1,093.3%
XLI vs XLU
+630.6%
+462.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -6.9% | -0.4% | -6.5% | -6.7% |
| 3M | -1.9% | -1.7% | -0.2% | -1.1% |
| 6M | +1.0% | -7.1% | +8.1% | +5.2% |
| YTD | +11.3% | +1.9% | +9.4% | +9.5% |
| 1Y | +15.8% | +6.1% | +9.7% | +11.0% |
| 3Y | +69.8% | +48.8% | +21.1% | +31.0% |
| 5Y | +80.9% | +43.8% | +37.1% | +41.1% |
| 10Y | +257.2% | +143.2% | +114.0% | +97.3% |
| All | +1,093.3% | +630.6% | +462.6% | +224.2% |
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