+1,024.7%
XLE vs XLK
+1,455.1%
-430.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | +11.8% | +0.7% | +11.0% | +11.2% |
| 3M | +9.8% | -2.9% | +12.8% | +10.0% |
| 6M | +15.6% | +34.3% | -18.7% | -2.2% |
| YTD | +45.3% | +30.4% | +14.9% | +24.2% |
| 1Y | +48.3% | +43.4% | +4.9% | +20.4% |
| 3Y | +55.4% | +116.8% | -61.4% | -0.4% |
| 5Y | +216.1% | +144.0% | +72.1% | +84.6% |
| 10Y | +178.4% | +778.8% | -600.4% | -15.8% |
| All | +1,024.7% | +1,455.1% | -430.4% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling