+20.7%
XLK vs NOC
-7.1%
+27.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.8% |
| 7D | -7.6% | -5.0% | -2.6% | -8.4% |
| 30D | -12.2% | +10.3% | -22.5% | -10.4% |
| 3M | -5.5% | -4.3% | -1.1% | -5.6% |
| 6M | +9.2% | -6.5% | +15.7% | +9.2% |
| YTD | +23.0% | -6.7% | +29.8% | +23.3% |
| 1Y | +20.7% | -7.5% | +28.2% | +20.7% |
| All | +20.7% | -7.1% | +27.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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