+43.4%
XLK vs NXT
+26.2%
+17.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | +0.7% | -15.3% | +16.1% | +4.1% |
| 3M | -2.9% | -43.8% | +40.9% | +7.3% |
| 6M | +34.3% | -18.7% | +52.9% | +38.5% |
| YTD | +30.4% | -3.0% | +33.4% | +30.5% |
| 1Y | +43.4% | +22.7% | +20.6% | +39.5% |
| All | +43.4% | +26.2% | +17.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling