+114.8%
XLK vs USAR
+53.8%
+61.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.4% |
| 7D | +0.2% | -11.6% | +11.8% | +0.7% |
| 30D | -0.6% | -15.5% | +14.9% | 0.0% |
| 3M | +2.6% | -31.0% | +33.6% | +3.7% |
| 6M | +34.0% | -26.2% | +60.2% | +34.9% |
| YTD | +30.7% | +30.8% | -0.1% | +30.7% |
| 1Y | +39.2% | +7.1% | +32.1% | +39.4% |
| 3Y | +120.4% | +53.0% | +67.4% | +126.0% |
| All | +114.8% | +53.8% | +61.0% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling