+1,477.5%
XLK vs NEM
+1,059.4%
+418.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.3% | +3.1% | -0.7% | +2.1% |
| 30D | +0.8% | +10.0% | -9.2% | 0.0% |
| 3M | +4.1% | +30.9% | -26.8% | +1.8% |
| 6M | +34.8% | +10.5% | +24.2% | +33.3% |
| YTD | +30.8% | +29.7% | +1.1% | +27.8% |
| 1Y | +42.4% | +71.1% | -28.8% | +36.1% |
| 3Y | +121.8% | +252.1% | -130.3% | +100.4% |
| 5Y | +146.6% | +157.7% | -11.1% | +125.7% |
| 10Y | +804.3% | +319.4% | +484.9% | +698.8% |
| All | +1,477.5% | +1,059.4% | +418.2% | +1,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling