+1,117.4%
XLI vs USB
+500.2%
+617.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -5.9% | -1.3% | -4.6% | -5.5% |
| 3M | -0.3% | +15.2% | -15.5% | -5.7% |
| 6M | +0.1% | +18.8% | -18.7% | -6.5% |
| YTD | +13.6% | +21.0% | -7.4% | +5.2% |
| 1Y | +17.2% | +34.0% | -16.8% | +4.2% |
| 3Y | +68.2% | +95.3% | -27.1% | +27.1% |
| 5Y | +80.7% | +40.4% | +40.4% | +50.6% |
| 10Y | +253.3% | +107.3% | +145.9% | +147.5% |
| All | +1,117.4% | +500.2% | +617.3% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling