+789.1%
NOW vs XLK
+807.8%
-18.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.3% |
| 7D | -6.2% | +0.2% | -6.4% | -6.4% |
| 30D | +6.1% | -0.6% | +6.7% | +6.7% |
| 3M | +28.6% | +2.6% | +26.0% | +21.5% |
| 6M | +14.6% | +34.0% | -19.3% | -19.7% |
| YTD | -13.5% | +30.7% | -44.2% | -38.2% |
| 1Y | -29.4% | +39.2% | -68.6% | -53.3% |
| 3Y | +9.4% | +120.4% | -111.1% | -58.0% |
| 5Y | +2.3% | +148.8% | -146.5% | -64.6% |
| All | +789.1% | +807.8% | -18.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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