XLY
THE CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
XLY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.81% | 18.33% | 3.39% | 6.43% | 11.25% | 12.61% | 8.17% | 10.57% |
| Sharpe Ratio | 0.32 | 0.90 | 0.18 | 0.26 | 0.60 | 0.54 | 0.52 | 0.45 |
| Max Drawdown | -15.92% | -14.98% | -27.25% | -39.67% | -27.25% | -39.67% | -27.25% | -59.05% |
| % Time Invested | 93.7% | 100.0% | 68.5% | 100.0% | 83.0% | 100.0% | 70.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 1.1 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 100% | $119.53 | $116.84 | -2.25% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-01 | 2026-03-30 | Completed | 100% | $97.83 | $106.61 | 8.97% | Stop |
| 2025-03-10 | 2025-04-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-17 | 2025-03-10 | Completed | 100% | $84.36 | $100.40 | 19.02% | Stop |
| 2023-12-21 | 2024-01-17 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-12-14 | 2023-12-21 | Completed | 100% | $87.18 | $88.31 | 1.29% | Signal |
| 2023-11-09 | 2023-12-14 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2023-11-07 | 2023-11-09 | Completed | 100% | $78.71 | $79.13 | 0.53% | Signal |
| 2023-07-21 | 2023-11-07 | Interest | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2023-07-18 | 2023-07-21 | Completed | 100% | $85.56 | $84.32 | -1.45% | Signal |
| 2023-01-20 | 2023-07-18 | Interest | 100% | $1.00 | $1.02 | 1.75% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $68.69 | $66.15 | -3.70% | Signal |
| 2022-09-26 | 2023-01-18 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $67.14 | $70.74 | 5.35% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-05-24 | 2022-06-17 | Completed | 100% | $67.20 | $65.03 | -3.23% | Stop |
| 2022-05-02 | 2022-05-24 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-16 | 2022-05-02 | Completed | 100% | $88.95 | $78.42 | -11.83% | Stop |
| 2022-01-25 | 2022-02-16 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-03-31 | 2022-01-25 | Completed | 100% | $47.26 | $86.55 | 83.12% | Stop |
| 2020-03-09 | 2020-03-31 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-11 | 2020-03-09 | Completed | 100% | $48.70 | $50.28 | 3.24% | Stop |
| 2018-12-18 | 2019-01-11 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-02-12 | 2018-12-18 | Completed | 100% | $31.04 | $46.74 | 50.56% | Stop |
| 2016-01-21 | 2016-02-12 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $34.14 | $31.98 | -6.35% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-30 | 2015-08-25 | Completed | 100% | $15.54 | $32.53 | 109.38% | Stop |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-16 | 2011-08-08 | Completed | 100% | $13.57 | $14.84 | 9.35% | Stop |
| 2010-05-24 | 2010-06-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-02-22 | 2010-05-24 | Completed | 100% | $12.44 | $13.03 | 4.79% | Stop |
| 2009-11-13 | 2010-02-22 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2009-11-11 | 2009-11-13 | Completed | 100% | $11.83 | $11.67 | -1.41% | Signal |
| 2008-03-10 | 2009-11-11 | Interest | 100% | $1.00 | $1.06 | 5.85% | Interest Income |
| 2008-01-28 | 2008-03-10 | Completed | 100% | $12.17 | $12.03 | -1.11% | Signal |
| 2008-01-03 | 2008-01-28 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-11 | 2008-01-03 | Completed | 100% | $14.09 | $12.73 | -9.67% | Stop |
| 2007-08-17 | 2007-09-11 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-12-29 | 2007-08-17 | Completed | 100% | $15.07 | $14.19 | -5.87% | Stop |
| 2006-05-15 | 2006-12-29 | Interest | 100% | $1.00 | $1.03 | 3.02% | Interest Income |
| 2006-05-11 | 2006-05-15 | Completed | 100% | $13.47 | $13.23 | -1.82% | Signal |
| 2006-02-06 | 2006-05-11 | Interest | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2004-01-09 | 2006-02-06 | Completed | 100% | $11.99 | $12.86 | 7.29% | Signal |
| 2002-10-11 | 2004-01-09 | Interest | 100% | $1.00 | $1.05 | 5.03% | Interest Income |
| 2002-09-19 | 2002-10-11 | Completed | 100% | $9.28 | $8.48 | -8.64% | Stop |
| 2002-08-22 | 2002-09-19 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2002-07-29 | 2002-08-22 | Completed | 100% | $8.92 | $9.71 | 8.90% | Signal |
| 2002-07-05 | 2002-07-29 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2002-03-27 | 2002-07-05 | Completed | 100% | $11.26 | $10.18 | -9.55% | Stop |
| 2001-07-24 | 2002-03-27 | Interest | 100% | $1.00 | $1.03 | 3.21% | Interest Income |
| 2001-07-20 | 2001-07-24 | Completed | 100% | $10.90 | $10.73 | -1.58% | Signal |
| 2000-12-12 | 2001-07-20 | Interest | 100% | $1.00 | $1.03 | 3.05% | Interest Income |
Return Distribution Analysis
