+788.5%
XLK vs XLB
+163.8%
+624.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.2% | -2.8% | +3.0% | +2.5% |
| 30D | -0.6% | -3.1% | +2.5% | +1.8% |
| 3M | +2.6% | -0.2% | +2.7% | +2.2% |
| 6M | +34.0% | +3.1% | +30.9% | +29.9% |
| YTD | +30.7% | +13.3% | +17.4% | +16.9% |
| 1Y | +39.2% | +12.0% | +27.2% | +25.3% |
| 3Y | +120.4% | +31.4% | +89.0% | +72.9% |
| 5Y | +148.8% | +33.9% | +114.9% | +92.2% |
| All | +788.5% | +163.8% | +624.6% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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