+19.4%
XLK vs XLP
+22.7%
-3.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.0% |
| 7D | +3.4% | +2.5% | +0.8% | +5.2% |
| 30D | -10.6% | +7.3% | -17.9% | -5.6% |
| 3M | -10.6% | +8.1% | -18.7% | -4.9% |
| 6M | -3.5% | +10.5% | -14.0% | +5.3% |
| YTD | +18.7% | +21.2% | -2.5% | +36.5% |
| 1Y | +19.4% | +22.7% | -3.3% | +38.3% |
| All | +19.4% | +22.7% | -3.3% | +38.3% |
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