+112.0%
XLK vs XLP
+43.2%
+68.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -14.0% | +8.9% | -23.0% | -16.9% |
| 3M | -9.0% | +7.5% | -16.5% | -11.7% |
| 6M | -2.4% | +9.4% | -11.8% | -6.9% |
| YTD | +19.1% | +19.3% | -0.1% | +7.0% |
| 1Y | +19.2% | +21.7% | -2.5% | +5.4% |
| 3Y | +99.1% | +44.0% | +55.1% | +47.1% |
| 5Y | +112.0% | +42.8% | +69.2% | +63.0% |
| All | +112.0% | +43.2% | +68.8% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling