+1,477.5%
XLK vs NTAP
+2,003.5%
-526.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | +0.8% | -7.0% | +7.9% | +2.9% |
| 3M | +4.1% | +12.3% | -8.3% | +0.1% |
| 6M | +34.8% | +85.1% | -50.4% | +10.5% |
| YTD | +30.8% | +74.8% | -44.0% | +8.7% |
| 1Y | +42.4% | +52.7% | -10.3% | +23.0% |
| 3Y | +121.8% | +147.7% | -25.8% | +63.8% |
| 5Y | +146.6% | +124.8% | +21.8% | +86.5% |
| 10Y | +804.3% | +589.7% | +214.5% | +373.6% |
| All | +1,477.5% | +2,003.5% | -526.0% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling