+43.4%
XLK vs NRG
-18.6%
+62.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.6% |
| 7D | +0.9% | +7.1% | -6.3% | -0.5% |
| 30D | +0.7% | -1.4% | +2.2% | +0.9% |
| 3M | -2.9% | -10.5% | +7.5% | -1.9% |
| 6M | +34.3% | -26.7% | +61.0% | +41.2% |
| YTD | +30.4% | -24.5% | +54.9% | +35.0% |
| 1Y | +43.4% | -18.6% | +61.9% | +47.6% |
| All | +43.4% | -18.6% | +62.0% | +47.6% |
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