+562.7%
XLP vs XLU
+651.1%
-88.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | +8.3% | +5.3% | +3.1% | +5.8% |
| 3M | +8.7% | +1.2% | +7.5% | +8.0% |
| 6M | +11.2% | -1.6% | +12.8% | +11.8% |
| YTD | +20.0% | +4.8% | +15.2% | +17.0% |
| 1Y | +21.3% | +0.5% | +20.9% | +20.6% |
| 3Y | +43.8% | +58.9% | -15.0% | +14.1% |
| 5Y | +43.3% | +52.7% | -9.4% | +15.1% |
| 10Y | +136.8% | +161.0% | -24.2% | +47.3% |
| All | +562.7% | +651.1% | -88.3% | +152.9% |
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