+62.5%
XLC vs USAR
-18.7%
+81.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.4% | +0.4% |
| 7D | +4.9% | -14.5% | +19.4% | +5.0% |
| 30D | -5.8% | -37.8% | +32.0% | -5.6% |
| 3M | -5.4% | -52.8% | +47.3% | -5.1% |
| 6M | -10.2% | -71.2% | +61.1% | -9.7% |
| YTD | -10.2% | -30.9% | +20.7% | -9.8% |
| 1Y | -5.6% | -48.0% | +42.4% | -5.2% |
| 3Y | +61.0% | -19.7% | +80.7% | +58.9% |
| All | +62.5% | -18.7% | +81.3% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling