-10.2%
XLC vs USAR
-70.2%
+60.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.4% | +0.2% |
| 7D | +4.9% | -14.5% | +19.4% | +5.2% |
| 30D | -5.8% | -37.8% | +32.0% | -4.9% |
| 3M | -5.4% | -52.8% | +47.3% | -4.2% |
| 6M | -10.2% | -71.2% | +61.1% | -8.6% |
| All | -10.2% | -70.2% | +60.0% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling