+10.6%
XLK vs NYT
+11.3%
-0.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -8.1% |
| 7D | -14.0% | -5.5% | -8.4% | -14.4% |
| 30D | -19.6% | +2.7% | -22.3% | -19.4% |
| 3M | -12.6% | +0.5% | -13.1% | -12.5% |
| 6M | -1.7% | -14.6% | +12.8% | -2.0% |
| YTD | +13.2% | -4.4% | +17.6% | +14.1% |
| 1Y | +10.6% | +15.2% | -4.6% | +17.0% |
| All | +10.6% | +11.3% | -0.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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