+1,475.9%
XLK vs NYT
+178.6%
+1,297.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | +34.0% | -14.0% | +48.0% | +37.9% |
| YTD | +30.7% | -2.8% | +33.5% | +29.8% |
| 1Y | +39.2% | +15.6% | +23.6% | +31.4% |
| 3Y | +120.4% | +56.3% | +64.1% | +88.5% |
| 5Y | +148.8% | +39.5% | +109.3% | +115.0% |
| 10Y | +803.3% | +488.0% | +315.3% | +406.2% |
| All | +1,475.9% | +178.6% | +1,297.3% | +927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling