+1,477.5%
XLK vs NOC
+2,681.5%
-1,203.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | +0.8% | -10.4% | +11.2% | +4.1% |
| 3M | +4.1% | -5.6% | +9.7% | +5.3% |
| 6M | +34.8% | -30.4% | +65.1% | +49.3% |
| YTD | +30.8% | -8.5% | +39.3% | +32.2% |
| 1Y | +42.4% | -8.3% | +50.7% | +43.5% |
| 3Y | +121.8% | +28.2% | +93.6% | +94.2% |
| 5Y | +146.6% | +56.7% | +89.9% | +94.9% |
| 10Y | +804.3% | +189.3% | +614.9% | +457.8% |
| All | +1,477.5% | +2,681.5% | -1,203.9% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling