-6.9%
XLC vs USB
+33.6%
-40.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +3.1% | -1.5% | +4.6% | +3.4% |
| 30D | -6.5% | +4.3% | -10.8% | -7.5% |
| 3M | -5.6% | -6.1% | +0.5% | -4.3% |
| 6M | -9.2% | +9.4% | -18.6% | -10.5% |
| YTD | -10.6% | +15.2% | -25.7% | -13.5% |
| 1Y | -6.9% | +32.8% | -39.6% | -13.0% |
| All | -6.9% | +33.6% | -40.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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