+39.2%
XLK vs NSC
+19.9%
+19.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.3% |
| 7D | +0.2% | -2.8% | +3.0% | +0.1% |
| 30D | -0.6% | -4.5% | +3.9% | -0.8% |
| 3M | +2.6% | +3.5% | -1.0% | +2.5% |
| 6M | +34.0% | +8.5% | +25.4% | +32.5% |
| YTD | +30.7% | +12.3% | +18.3% | +28.8% |
| 1Y | +39.2% | +18.9% | +20.3% | +35.4% |
| All | +39.2% | +19.9% | +19.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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