+20.7%
XLK vs XLV
+34.1%
-13.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.8% |
| 7D | -7.6% | +5.5% | -13.1% | -6.3% |
| 30D | -12.2% | +13.3% | -25.5% | -9.3% |
| 3M | -5.5% | +17.4% | -22.9% | -1.7% |
| 6M | +9.2% | +32.1% | -23.0% | +12.4% |
| YTD | +23.0% | +24.0% | -1.0% | +27.8% |
| 1Y | +20.7% | +32.9% | -12.2% | +24.4% |
| All | +20.7% | +34.1% | -13.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling