+5.8%
XLU vs S
+10.1%
-4.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.8% | -7.7% | +8.5% | +0.5% |
| 30D | -1.3% | -5.3% | +4.0% | -1.4% |
| 3M | -1.3% | +20.3% | -21.6% | -0.5% |
| 6M | -7.6% | +47.4% | -55.0% | -6.3% |
| YTD | +2.3% | +32.5% | -30.3% | +3.6% |
| 1Y | +5.8% | +9.5% | -3.8% | +8.0% |
| All | +5.8% | +10.1% | -4.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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