+43.4%
XLK vs NOC
-10.0%
+53.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.4% |
| 7D | +0.9% | -5.2% | +6.0% | +0.2% |
| 30D | +0.7% | -7.2% | +7.9% | -0.2% |
| 3M | -2.9% | -5.1% | +2.2% | -3.3% |
| 6M | +34.3% | -31.1% | +65.3% | +32.9% |
| YTD | +30.4% | -8.6% | +39.0% | +29.1% |
| 1Y | +43.4% | -9.7% | +53.1% | +44.5% |
| All | +43.4% | -10.0% | +53.4% | +44.5% |
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