+788.5%
XLK vs XLU
+140.5%
+648.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +0.2% | -1.6% | +1.8% | +1.0% |
| 30D | -0.6% | -3.3% | +2.7% | +1.0% |
| 3M | +2.6% | -3.2% | +5.7% | +3.9% |
| 6M | +34.0% | -7.0% | +40.9% | +38.0% |
| YTD | +30.7% | +0.6% | +30.0% | +28.8% |
| 1Y | +39.2% | +2.4% | +36.8% | +35.8% |
| 3Y | +120.4% | +46.3% | +74.2% | +74.1% |
| 5Y | +148.8% | +44.0% | +104.8% | +97.1% |
| All | +788.5% | +140.5% | +648.0% | +475.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling