sector_etf_data.xlsx

Weekly prices and total/excess returns for the GICS sector SPDR ETFs (XLK, XLI, XLF, …).

Source	Yahoo — Yahoo Finance
Years	2000-2026
Frequency	W
Vintage	Rolling — refreshed by re-running the builder
Rebuild	build_data/Build Yahoo - Sector ETFs.ipynb

Used in this book

• LFD for Dimension Reduction — Linear Factor Decomposition (Discussion)

Files in this book

• sector_etf_data.xlsx