+135.9%
XLU vs SO
+159.0%
-23.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -0.8% |
| 30D | -3.3% | -5.0% | +1.7% | +0.6% |
| 3M | -3.2% | -5.8% | +2.6% | +1.3% |
| 6M | -7.0% | -7.9% | +1.0% | -1.0% |
| YTD | +0.6% | +2.4% | -1.8% | -1.5% |
| 1Y | +2.4% | -2.3% | +4.7% | +3.7% |
| 3Y | +46.3% | +41.9% | +4.4% | +9.6% |
| 5Y | +44.0% | +58.1% | -14.1% | -1.1% |
| All | +135.9% | +159.0% | -23.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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