+22.4%
XLP vs XLU
0.0%
+22.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +9.1% | +5.6% | +3.5% | +7.0% |
| 3M | +7.9% | +2.1% | +5.7% | +7.0% |
| 6M | +9.6% | -0.9% | +10.5% | +9.8% |
| YTD | +19.4% | +4.6% | +14.9% | +18.7% |
| 1Y | +22.4% | +0.3% | +22.0% | +22.3% |
| All | +22.4% | 0.0% | +22.4% | +22.3% |
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