+148.7%
XLK vs NOC
+58.2%
+90.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | +0.8% | -0.6% | +0.2% |
| 30D | -0.6% | -9.7% | +9.1% | -0.6% |
| 3M | +2.6% | -5.6% | +8.2% | +2.6% |
| 6M | +34.0% | -28.6% | +62.5% | +35.3% |
| YTD | +30.7% | -7.9% | +38.5% | +30.6% |
| 1Y | +39.2% | -9.5% | +48.7% | +39.2% |
| 3Y | +120.4% | +28.4% | +92.1% | +113.4% |
| All | +148.7% | +58.2% | +90.5% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling