+148.7%
XLK vs XLC
+39.8%
+109.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.5% |
| 7D | +0.2% | +0.5% | -0.3% | -0.2% |
| 30D | -0.6% | +2.1% | -2.7% | -2.6% |
| 3M | +2.6% | +0.7% | +1.9% | +1.0% |
| 6M | +34.0% | -3.2% | +37.2% | +36.7% |
| YTD | +30.7% | -3.8% | +34.5% | +34.0% |
| 1Y | +39.2% | -2.0% | +41.2% | +40.3% |
| 3Y | +120.4% | +71.4% | +49.1% | +35.2% |
| All | +148.7% | +39.8% | +109.0% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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