+11.8%
NOW vs XLK
+122.3%
-110.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.2% |
| 7D | -6.1% | +2.3% | -8.4% | -7.6% |
| 30D | +7.5% | -0.1% | +7.5% | +7.4% |
| 3M | +17.5% | +2.1% | +15.4% | +13.7% |
| 6M | +7.9% | +37.2% | -29.2% | -18.8% |
| YTD | -12.4% | +30.8% | -43.2% | -31.5% |
| 1Y | -28.6% | +42.6% | -71.2% | -48.8% |
| 3Y | +11.8% | +121.8% | -110.0% | -49.3% |
| All | +11.8% | +122.3% | -110.5% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling