+719.7%
XLK vs XLP
+139.1%
+580.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -3.0% |
| 7D | +3.4% | +2.5% | +0.8% | +1.5% |
| 30D | -10.6% | +7.3% | -17.9% | -15.5% |
| 3M | -10.6% | +8.1% | -18.7% | -16.4% |
| 6M | -3.5% | +10.5% | -14.0% | -12.3% |
| YTD | +18.7% | +21.2% | -2.5% | -1.3% |
| 1Y | +19.4% | +22.7% | -3.3% | -2.0% |
| 3Y | +94.5% | +44.8% | +49.7% | +32.4% |
| 5Y | +111.2% | +44.7% | +66.5% | +43.8% |
| All | +719.7% | +139.1% | +580.6% | +265.7% |
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