+788.5%
XLK vs NYT
+489.9%
+298.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -0.6% | +4.6% | -5.2% | -1.9% |
| 3M | +2.6% | -9.6% | +12.1% | +4.6% |
| 6M | +34.0% | -14.0% | +48.0% | +38.0% |
| YTD | +30.7% | -2.8% | +33.5% | +29.5% |
| 1Y | +39.2% | +15.6% | +23.6% | +30.4% |
| 3Y | +120.4% | +56.3% | +64.1% | +84.5% |
| 5Y | +148.8% | +39.5% | +109.3% | +109.0% |
| All | +788.5% | +489.9% | +298.5% | +476.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling