+172.9%
XLK vs NXT
+171.8%
+1.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.5% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.8% | -20.0% | +20.8% | +3.9% |
| 3M | +4.1% | -30.9% | +35.0% | +9.0% |
| 6M | +34.8% | -23.8% | +58.6% | +38.7% |
| YTD | +30.8% | -5.4% | +36.3% | +31.1% |
| 1Y | +42.4% | +28.0% | +14.3% | +37.8% |
| 3Y | +121.8% | +93.3% | +28.5% | +101.1% |
| All | +172.9% | +171.8% | +1.2% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling