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 | -0.90% | 18.33% | 1.59% | 6.43% | 6.82% | 12.61% | 5.94% | 10.57% |
| Sharpe Ratio | -0.06 | 0.90 | 0.10 | 0.26 | 0.42 | 0.54 | 0.40 | 0.45 |
| Max Drawdown | -14.96% | -14.98% | -24.69% | -39.67% | -24.69% | -39.67% | -24.69% | -59.05% |
| % Time Invested | 72.6% | 100.0% | 66.6% | 100.0% | 77.6% | 100.0% | 72.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 0.9 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-30 | Open | Interest | 100% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2025-07-08 | 2026-03-30 | Completed | 100% | $108.82 | $106.61 | -2.03% | Stop |
| 2025-04-22 | 2025-07-08 | Interest | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2025-04-01 | 2025-04-22 | Completed | 100% | $97.83 | $90.54 | -7.45% | Signal |
| 2025-03-10 | 2025-04-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-15 | 2025-03-10 | Completed | 100% | $82.46 | $100.40 | 21.75% | Stop |
| 2023-10-24 | 2023-11-15 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-05-22 | 2023-10-24 | Completed | 100% | $73.98 | $74.95 | 1.31% | Stop |
| 2023-04-12 | 2023-05-22 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-04-10 | 2023-04-12 | Completed | 100% | $69.99 | $71.73 | 2.48% | Signal |
| 2023-01-20 | 2023-04-10 | Interest | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $68.69 | $66.15 | -3.70% | Signal |
| 2022-03-10 | 2023-01-18 | Interest | 100% | $1.00 | $1.03 | 2.74% | Interest Income |
| 2022-02-16 | 2022-03-10 | Completed | 100% | $88.95 | $81.38 | -8.51% | Signal |
| 2022-01-25 | 2022-02-16 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-06-19 | 2022-01-25 | Completed | 100% | $61.91 | $86.55 | 39.79% | Stop |
| 2020-03-09 | 2020-06-19 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-03-26 | 2020-03-09 | Completed | 100% | $53.02 | $50.28 | -5.16% | Stop |
| 2018-12-10 | 2019-03-26 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-04-25 | 2018-12-10 | Completed | 100% | $35.68 | $48.10 | 34.80% | Signal |
| 2016-01-21 | 2016-04-25 | Interest | 100% | $1.00 | $1.00 | 0.47% | 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 |
| 2011-12-14 | 2015-08-25 | Completed | 100% | $16.14 | $32.53 | 101.60% | Stop |
| 2011-09-02 | 2011-12-14 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2011-08-30 | 2011-09-02 | Completed | 100% | $15.54 | $15.24 | -1.94% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-09-20 | 2011-08-08 | Completed | 100% | $13.59 | $14.84 | 9.21% | Stop |
| 2010-08-25 | 2010-09-20 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2010-06-16 | 2010-08-25 | Completed | 100% | $13.57 | $12.32 | -9.25% | Signal |
| 2010-05-24 | 2010-06-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2009-06-03 | 2010-05-24 | Completed | 100% | $9.82 | $13.03 | 32.68% | Stop |
| 2007-08-17 | 2009-06-03 | Interest | 100% | $1.00 | $1.07 | 6.59% | Interest Income |
| 2006-10-05 | 2007-08-17 | Completed | 100% | $13.95 | $14.19 | 1.70% | Stop |
| 2006-07-24 | 2006-10-05 | Interest | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2006-01-04 | 2006-07-24 | Completed | 100% | $12.82 | $12.26 | -4.35% | Signal |
| 2005-11-10 | 2006-01-04 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2005-11-08 | 2005-11-10 | Completed | 100% | $12.67 | $12.50 | -1.34% | Signal |
| 2005-10-12 | 2005-11-08 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2005-07-26 | 2005-10-12 | Completed | 100% | $13.30 | $12.09 | -9.09% | Signal |
| 2005-05-13 | 2005-07-26 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2004-10-29 | 2005-05-13 | Completed | 100% | $12.46 | $12.09 | -2.95% | Signal |
| 2004-08-11 | 2004-10-29 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2003-05-12 | 2004-08-11 | Completed | 100% | $9.71 | $11.20 | 15.36% | Signal |
| 2002-07-03 | 2003-05-12 | Interest | 100% | $1.00 | $1.03 | 3.44% | Interest Income |
| 2001-12-28 | 2002-07-03 | Completed | 100% | $10.91 | $9.84 | -9.74% | Stop |
| 2001-09-10 | 2001-12-28 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2001-02-08 | 2001-09-10 | Completed | 100% | $10.33 | $9.08 | -12.11% | Stop |
| 2000-12-12 | 2001-02-08 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
Return Distribution Analysis
