+804.3%
XLK vs XLP
+102.3%
+701.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | +2.3% | -2.9% | +5.2% | +4.6% |
| 30D | +0.8% | -2.2% | +3.1% | +2.3% |
| 3M | +4.1% | -0.6% | +4.6% | +3.3% |
| 6M | +34.8% | -2.2% | +36.9% | +34.8% |
| YTD | +30.8% | +8.3% | +22.5% | +19.1% |
| 1Y | +42.4% | +5.7% | +36.6% | +31.7% |
| 3Y | +121.8% | +25.7% | +96.1% | +70.3% |
| 5Y | +146.6% | +31.3% | +115.3% | +81.2% |
| 10Y | +804.3% | +106.2% | +698.1% | +349.8% |
| All | +804.3% | +102.3% | +701.9% | +349.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling