+135.4%
XLP vs XLU
+154.5%
-19.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +0.7% | +1.6% | +2.0% |
| 30D | +9.1% | +5.6% | +3.5% | +6.0% |
| 3M | +7.9% | +2.1% | +5.7% | +6.6% |
| 6M | +9.6% | -0.9% | +10.5% | +9.9% |
| YTD | +19.4% | +4.6% | +14.9% | +16.1% |
| 1Y | +22.4% | +0.3% | +22.0% | +21.6% |
| 3Y | +43.2% | +58.6% | -15.4% | +9.4% |
| 5Y | +42.6% | +51.5% | -8.9% | +10.5% |
| 10Y | +135.4% | +159.4% | -23.9% | +37.4% |
| All | +135.4% | +154.5% | -19.0% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling