+106.2%
XLP vs XLU
+136.4%
-30.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -2.2% | -0.4% | -1.8% | -2.1% |
| 3M | -0.6% | -1.7% | +1.2% | +0.3% |
| 6M | -2.2% | -7.1% | +4.9% | +1.4% |
| YTD | +8.3% | +1.9% | +6.3% | +6.7% |
| 1Y | +5.7% | +6.1% | -0.4% | +1.8% |
| 3Y | +25.7% | +48.8% | -23.1% | -0.6% |
| 5Y | +31.3% | +43.8% | -12.5% | +4.8% |
| 10Y | +106.2% | +143.2% | -37.0% | +24.5% |
| All | +106.2% | +136.4% | -30.2% | +24.5% |
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 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