+227.7%
XLE vs XLK
+145.5%
+82.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +8.5% | +0.8% | +7.7% | +8.2% |
| 3M | +14.6% | +4.1% | +10.6% | +12.9% |
| 6M | +17.6% | +34.8% | -17.2% | +6.8% |
| YTD | +48.1% | +30.8% | +17.3% | +35.5% |
| 1Y | +53.8% | +42.4% | +11.4% | +36.4% |
| 3Y | +56.2% | +121.8% | -65.6% | +17.2% |
| 5Y | +227.7% | +146.6% | +81.1% | +128.0% |
| All | +227.7% | +145.5% | +82.2% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling