+508.9%
XLP vs XLU
+633.0%
-124.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 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% | +1.8% |
| 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% | +3.4% |
| 5Y | +32.5% | +44.1% | -11.6% | +9.3% |
| 10Y | +101.8% | +138.2% | -36.4% | +30.7% |
| All | +508.9% | +633.0% | -124.1% | +135.1% |
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