+148.7%
XLK vs XLU
+42.8%
+106.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | -0.6% | -3.3% | +2.7% | +0.6% |
| 3M | +2.6% | -3.2% | +5.7% | +3.6% |
| 6M | +34.0% | -7.0% | +40.9% | +37.2% |
| YTD | +30.7% | +0.6% | +30.0% | +28.9% |
| 1Y | +39.2% | +2.4% | +36.8% | +36.0% |
| 3Y | +120.4% | +46.3% | +74.2% | +79.9% |
| All | +148.7% | +42.8% | +106.0% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling