+899.8%
XLV vs SLB
+399.0%
+500.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -2.6% | +0.4% | -3.1% | -2.7% |
| 30D | +0.9% | +13.6% | -12.7% | -1.4% |
| 3M | +10.0% | +1.5% | +8.5% | +9.3% |
| 6M | +10.4% | +23.0% | -12.6% | +5.8% |
| YTD | +8.9% | +51.2% | -42.3% | +0.5% |
| 1Y | +23.4% | +63.5% | -40.1% | +12.1% |
| 3Y | +33.1% | +2.5% | +30.6% | +29.0% |
| 5Y | +33.3% | +139.2% | -105.9% | +7.2% |
| 10Y | +170.8% | -4.8% | +175.5% | +139.3% |
| All | +899.8% | +399.0% | +500.8% | +531.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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