+1,284.9%
XLK vs XLP
+568.6%
+716.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.4% |
| 7D | -8.2% | +0.7% | -9.0% | -8.9% |
| 30D | -18.2% | +10.3% | -28.5% | -24.5% |
| 3M | -11.0% | +6.5% | -17.5% | -16.0% |
| 6M | -2.9% | +8.4% | -11.3% | -10.6% |
| YTD | +14.8% | +18.2% | -3.4% | -1.9% |
| 1Y | +14.5% | +22.4% | -7.9% | -5.1% |
| 3Y | +94.2% | +41.9% | +52.3% | +40.1% |
| 5Y | +104.6% | +40.9% | +63.8% | +48.9% |
| 10Y | +690.2% | +128.4% | +561.9% | +297.4% |
| All | +1,284.9% | +568.6% | +716.4% | +247.8% |
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