+120.4%
XLK vs NTAP
+165.5%
-45.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | -1.7% |
| 7D | +0.2% | +7.4% | -7.2% | -2.4% |
| 30D | -0.6% | -1.4% | +0.7% | -0.4% |
| 3M | +2.6% | +24.6% | -22.0% | -5.8% |
| 6M | +34.0% | +105.9% | -71.9% | -0.5% |
| YTD | +30.7% | +88.5% | -57.9% | +0.2% |
| 1Y | +39.2% | +62.1% | -22.9% | +13.7% |
| 3Y | +120.4% | +169.1% | -48.6% | +52.4% |
| All | +120.4% | +165.5% | -45.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling