+20.7%
XLK vs XLP
+24.3%
-3.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | +2.5% |
| 7D | -7.6% | +5.9% | -13.5% | -3.5% |
| 30D | -12.2% | +13.5% | -25.6% | -3.5% |
| 3M | -5.5% | +8.4% | -13.9% | +0.8% |
| 6M | +9.2% | +11.5% | -2.4% | +19.1% |
| YTD | +23.0% | +20.6% | +2.4% | +40.6% |
| 1Y | +20.7% | +24.3% | -3.6% | +39.4% |
| All | +20.7% | +24.3% | -3.6% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling