+10.7%
XLI vs USB
+33.1%
-22.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | -0.3% | +6.4% | -6.7% | -2.5% |
| 3M | -8.4% | -4.5% | -3.9% | -6.9% |
| 6M | -2.1% | +11.4% | -13.4% | -6.5% |
| YTD | +9.6% | +17.1% | -7.5% | +1.0% |
| 1Y | +10.7% | +32.6% | -21.9% | -3.4% |
| All | +10.7% | +33.1% | -22.4% | -3.4% |
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