+10.6%
XLK vs NRG
-51.3%
+61.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.8% | -7.4% |
| 7D | -14.0% | -17.0% | +3.0% | -11.2% |
| 30D | -19.6% | -21.9% | +2.2% | -16.2% |
| 3M | -12.6% | -32.9% | +20.4% | -6.5% |
| 6M | -1.7% | -48.4% | +46.7% | +9.4% |
| YTD | +13.2% | -48.7% | +61.9% | +24.3% |
| 1Y | +10.6% | -52.8% | +63.4% | +23.9% |
| All | +10.6% | -51.3% | +61.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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