+726.5%
XLK vs XLP
+137.2%
+589.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +2.9% |
| 7D | -1.2% | -0.5% | -0.7% | -0.8% |
| 30D | -11.2% | +8.3% | -19.5% | -16.8% |
| 3M | -6.2% | +8.7% | -14.9% | -12.6% |
| 6M | -1.7% | +11.2% | -12.9% | -11.3% |
| YTD | +21.5% | +20.0% | +1.6% | +1.8% |
| 1Y | +19.6% | +21.3% | -1.7% | -1.0% |
| 3Y | +97.9% | +43.8% | +54.1% | +35.4% |
| 5Y | +118.9% | +43.3% | +75.6% | +50.1% |
| 10Y | +726.5% | +136.8% | +589.8% | +270.8% |
| All | +726.5% | +137.2% | +589.4% | +270.8% |
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