-2.3%
XLI vs NTAP
+57.3%
-59.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +3.8% | +7.2% | -3.4% | +3.1% |
| 30D | +1.0% | -18.4% | +19.4% | +2.2% |
| 3M | -8.9% | -11.3% | +2.4% | -8.6% |
| 6M | -2.3% | +53.8% | -56.0% | -2.5% |
| All | -2.3% | +57.3% | -59.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 6mo: compounded portfolio wealth divided by compounded NTAP 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…
6mo analysis · Full analysis span regression · 6 months rolling