+3,236.9%
XLK vs NDAQ
+2,261.2%
+975.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | +0.8% | -1.5% | +2.3% | +1.2% |
| 3M | +4.1% | +8.0% | -4.0% | +1.2% |
| 6M | +34.8% | +7.7% | +27.0% | +30.8% |
| YTD | +30.8% | -2.3% | +33.2% | +30.4% |
| 1Y | +42.4% | +0.6% | +41.8% | +40.4% |
| 3Y | +121.8% | +90.9% | +30.9% | +81.2% |
| 5Y | +146.6% | +52.5% | +94.2% | +114.3% |
| 10Y | +804.3% | +380.3% | +424.0% | +486.7% |
| All | +3,236.9% | +2,261.2% | +975.7% | +1,559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling