+145.6%
XLK vs NDAQ
+48.4%
+97.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.3% |
| 7D | -0.4% | -6.8% | +6.4% | +2.9% |
| 30D | -0.5% | -3.2% | +2.7% | +1.0% |
| 3M | +5.0% | +6.5% | -1.5% | +0.8% |
| 6M | +32.9% | +5.7% | +27.1% | +27.3% |
| YTD | +29.0% | -4.6% | +33.6% | +30.1% |
| 1Y | +37.8% | -1.6% | +39.4% | +36.1% |
| 3Y | +118.7% | +86.4% | +32.2% | +46.3% |
| 5Y | +145.6% | +50.3% | +95.2% | +78.3% |
| All | +145.6% | +48.4% | +97.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling