+18.8%
XLK vs XLP
+20.7%
-1.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.6% |
| 7D | +7.0% | -0.2% | +7.2% | +6.8% |
| 30D | -11.5% | +8.2% | -19.6% | -5.9% |
| 3M | -7.9% | +7.7% | -15.6% | -2.3% |
| 6M | -0.6% | +9.3% | -9.9% | +7.4% |
| YTD | +21.1% | +19.5% | +1.7% | +37.6% |
| 1Y | +18.8% | +21.0% | -2.2% | +35.4% |
| All | +18.8% | +20.7% | -1.9% | +35.4% |
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