+55.9%
XLU vs S
-57.1%
+112.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -3.3% | -11.4% | +8.1% | -3.1% |
| 3M | -3.2% | +33.8% | -37.0% | -3.9% |
| 6M | -7.0% | +39.5% | -46.4% | -7.9% |
| YTD | +0.6% | +31.7% | -31.0% | -0.3% |
| 1Y | +2.4% | +7.0% | -4.5% | +2.0% |
| 3Y | +46.3% | +11.8% | +34.5% | +44.4% |
| 5Y | +44.0% | -69.0% | +113.0% | +40.4% |
| All | +55.9% | -57.1% | +112.9% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling