+788.5%
XLK vs XLY
+220.9%
+567.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +1.8% |
| 30D | -0.6% | -4.2% | +3.6% | +3.1% |
| 3M | +2.6% | -2.7% | +5.2% | +4.5% |
| 6M | +34.0% | -0.6% | +34.6% | +33.7% |
| YTD | +30.7% | -5.0% | +35.7% | +35.9% |
| 1Y | +39.2% | -4.1% | +43.3% | +43.1% |
| 3Y | +120.4% | +33.6% | +86.8% | +64.5% |
| 5Y | +148.8% | +28.7% | +120.1% | +89.0% |
| All | +788.5% | +220.9% | +567.6% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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