+44.4%
XLU vs SO
+57.1%
-12.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -1.2% | -1.1% | 0.0% | -0.3% |
| 30D | -2.5% | -3.7% | +1.2% | +0.3% |
| 3M | -2.7% | -5.9% | +3.2% | +1.8% |
| 6M | -7.5% | -7.3% | -0.1% | -2.1% |
| YTD | +0.9% | +3.1% | -2.2% | -1.7% |
| 1Y | +3.3% | -1.0% | +4.3% | +3.6% |
| 3Y | +47.3% | +43.2% | +4.1% | +8.1% |
| 5Y | +44.4% | +59.1% | -14.7% | -2.1% |
| All | +44.4% | +57.1% | -12.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling