+148.7%
XLK vs NTAP
+140.4%
+8.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | -2.3% |
| 7D | +0.2% | +7.4% | -7.2% | -2.9% |
| 30D | -0.6% | -1.4% | +0.7% | -0.3% |
| 3M | +2.6% | +24.6% | -22.0% | -7.4% |
| 6M | +34.0% | +105.9% | -71.9% | -6.0% |
| YTD | +30.7% | +88.5% | -57.9% | -5.0% |
| 1Y | +39.2% | +62.1% | -22.9% | +8.8% |
| 3Y | +120.4% | +169.1% | -48.6% | +26.8% |
| All | +148.7% | +140.4% | +8.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling