+148.7%
XLK vs NEM
+155.2%
-6.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -1.0% | +1.2% | +0.4% |
| 30D | -0.6% | +7.8% | -8.5% | -1.9% |
| 3M | +2.6% | +30.2% | -27.7% | -1.8% |
| 6M | +34.0% | +9.6% | +24.4% | +31.0% |
| YTD | +30.7% | +27.8% | +2.9% | +25.0% |
| 1Y | +39.2% | +60.7% | -21.5% | +29.0% |
| 3Y | +120.4% | +245.3% | -124.9% | +83.7% |
| All | +148.7% | +155.2% | -6.4% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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