-19.4%
NOW vs XLK
-7.0%
-12.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | -0.1% | +1.4% |
| 7D | -5.6% | -1.2% | -4.3% | -4.9% |
| 30D | -26.8% | -11.2% | -15.6% | -23.0% |
| 3M | -19.4% | -6.2% | -13.2% | -16.5% |
| All | -19.4% | -7.0% | -12.4% | -16.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling