+91.9%
XLK vs XLP
+41.9%
+50.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.2% |
| 7D | -8.2% | +0.7% | -9.0% | -8.1% |
| 30D | -18.2% | +10.3% | -28.5% | -16.9% |
| 3M | -11.0% | +6.5% | -17.5% | -9.9% |
| 6M | -2.9% | +8.4% | -11.3% | -1.6% |
| YTD | +14.8% | +18.2% | -3.4% | +14.2% |
| 1Y | +14.5% | +22.4% | -7.9% | +12.9% |
| All | +91.9% | +41.9% | +50.0% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling