+1,455.3%
XLK vs NI
+972.7%
+482.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -0.5% | -1.4% | +0.9% | 0.0% |
| 3M | +5.0% | -10.6% | +15.6% | +9.1% |
| 6M | +32.9% | -9.9% | +42.8% | +37.2% |
| YTD | +29.0% | +1.2% | +27.8% | +27.5% |
| 1Y | +37.8% | +4.4% | +33.4% | +34.4% |
| 3Y | +118.7% | +68.6% | +50.1% | +75.7% |
| 5Y | +145.6% | +98.0% | +47.6% | +83.8% |
| 10Y | +791.5% | +143.6% | +647.9% | +494.3% |
| All | +1,455.3% | +972.7% | +482.6% | +380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling