+1,475.9%
XLK vs XLV
+897.9%
+577.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +0.2% | -3.6% | +3.8% | +3.5% |
| 30D | -0.6% | -1.8% | +1.2% | +0.7% |
| 3M | +2.6% | +7.8% | -5.2% | -5.7% |
| 6M | +34.0% | +9.1% | +24.9% | +21.1% |
| YTD | +30.7% | +7.7% | +22.9% | +19.2% |
| 1Y | +39.2% | +20.4% | +18.8% | +13.7% |
| 3Y | +120.4% | +30.8% | +89.7% | +64.3% |
| 5Y | +148.8% | +34.6% | +114.2% | +81.4% |
| 10Y | +803.3% | +173.4% | +629.9% | +241.2% |
| All | +1,475.9% | +897.9% | +577.9% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling