+44.4%
XLU vs S
-70.4%
+114.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -2.5% | -11.8% | +9.3% | -2.3% |
| 3M | -2.7% | +33.9% | -36.7% | -3.6% |
| 6M | -7.5% | +40.1% | -47.6% | -8.5% |
| YTD | +0.9% | +32.1% | -31.1% | -0.1% |
| 1Y | +3.3% | +11.0% | -7.7% | +2.7% |
| 3Y | +47.3% | +16.9% | +30.4% | +44.9% |
| 5Y | +44.4% | -68.9% | +113.3% | +40.3% |
| All | +44.4% | -70.4% | +114.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling