+34.1%
XLP vs XLU
+44.2%
-10.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -0.9% | -1.3% | +0.4% | -0.3% |
| 3M | +3.8% | -1.3% | +5.1% | +4.4% |
| 6M | -1.7% | -7.6% | +5.9% | +1.7% |
| YTD | +10.3% | +2.3% | +8.0% | +8.8% |
| 1Y | +7.8% | +5.8% | +2.0% | +4.5% |
| 3Y | +27.2% | +50.5% | -23.3% | +2.9% |
| All | +34.1% | +44.2% | -10.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling