-5.8%
XLC vs USAR
-49.3%
+43.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.3% | +3.6% |
| 7D | +1.8% | -21.8% | +23.5% | +2.5% |
| 30D | -6.0% | -39.9% | +34.0% | -4.7% |
| 3M | -6.0% | -52.5% | +46.5% | -4.3% |
| 6M | -9.1% | -67.9% | +58.9% | -6.6% |
| YTD | -10.0% | -31.1% | +21.1% | -10.3% |
| 1Y | -5.8% | -49.8% | +44.0% | -5.1% |
| All | -5.8% | -49.3% | +43.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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