+1,472.6%
XLK vs XLP
+523.7%
+948.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.6% |
| 30D | +0.7% | -0.9% | +1.6% | +1.2% |
| 3M | -2.9% | +3.8% | -6.7% | -6.9% |
| 6M | +34.3% | -1.7% | +36.0% | +33.9% |
| YTD | +30.4% | +10.3% | +20.1% | +18.2% |
| 1Y | +43.4% | +7.8% | +35.6% | +31.7% |
| 3Y | +116.8% | +27.2% | +89.6% | +71.5% |
| 5Y | +144.0% | +32.5% | +111.5% | +87.2% |
| 10Y | +778.8% | +101.8% | +677.0% | +388.8% |
| All | +1,472.6% | +523.7% | +948.9% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling