+34.8%
XLK vs NTAP
+87.9%
-53.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | +2.3% | +2.2% | +0.1% | +1.8% |
| 30D | +0.8% | -7.0% | +7.9% | +2.3% |
| 3M | +4.1% | +12.3% | -8.3% | +1.2% |
| 6M | +34.8% | +85.1% | -50.4% | +17.4% |
| All | +34.8% | +87.9% | -53.2% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling