+59.8%
XLU vs S
-57.8%
+117.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +0.9% |
| 7D | +2.1% | -5.8% | +7.9% | +2.2% |
| 30D | -0.4% | -9.2% | +8.8% | -0.2% |
| 3M | +0.5% | +23.4% | -22.9% | -0.1% |
| 6M | -5.8% | +36.9% | -42.7% | -6.7% |
| YTD | +3.1% | +29.5% | -26.4% | +2.2% |
| 1Y | +8.1% | +5.4% | +2.7% | +7.7% |
| 3Y | +50.5% | +14.7% | +35.8% | +48.5% |
| 5Y | +44.7% | -71.5% | +116.2% | +40.8% |
| All | +59.8% | -57.8% | +117.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling