+179.2%
XLE vs XLK
+706.5%
-527.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.9% |
| 7D | +5.4% | +3.4% | +2.1% | +3.8% |
| 30D | -3.9% | -10.6% | +6.6% | +0.7% |
| 3M | +7.0% | -10.6% | +17.7% | +11.8% |
| 6M | +14.2% | -3.5% | +17.7% | +13.4% |
| YTD | +48.2% | +18.7% | +29.5% | +30.9% |
| 1Y | +47.7% | +19.4% | +28.2% | +29.8% |
| 3Y | +70.0% | +94.5% | -24.4% | +9.7% |
| 5Y | +169.1% | +111.2% | +57.9% | +59.4% |
| All | +179.2% | +706.5% | -527.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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