+1,475.9%
XLK vs NSC
+1,835.2%
-359.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.7% |
| 7D | +0.2% | -2.8% | +3.0% | +1.3% |
| 30D | -0.6% | -4.5% | +3.9% | +1.0% |
| 3M | +2.6% | +3.5% | -1.0% | +0.9% |
| 6M | +34.0% | +8.5% | +25.4% | +28.9% |
| YTD | +30.7% | +12.3% | +18.3% | +23.8% |
| 1Y | +39.2% | +18.9% | +20.3% | +28.9% |
| 3Y | +120.4% | +74.1% | +46.3% | +73.6% |
| 5Y | +148.8% | +43.9% | +104.9% | +109.2% |
| 10Y | +803.3% | +331.6% | +471.6% | +401.0% |
| All | +1,475.9% | +1,835.2% | -359.3% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling