+20.7%
XLK vs NI
+9.5%
+11.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | -7.6% | +3.9% | -11.5% | -7.3% |
| 30D | -12.2% | +15.3% | -27.4% | -11.6% |
| 3M | -5.5% | +2.4% | -7.8% | -5.3% |
| 6M | +9.2% | -4.5% | +13.7% | +9.3% |
| YTD | +23.0% | +11.4% | +11.7% | +18.7% |
| 1Y | +20.7% | +8.5% | +12.2% | +17.5% |
| All | +20.7% | +9.5% | +11.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling