+39.2%
XLK vs USAR
+13.1%
+26.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | +0.2% | -11.6% | +11.8% | +1.4% |
| 30D | -0.6% | -15.5% | +14.9% | +0.9% |
| 3M | +2.6% | -31.0% | +33.6% | +5.4% |
| 6M | +34.0% | -26.2% | +60.2% | +36.1% |
| YTD | +30.7% | +30.8% | -0.1% | +30.1% |
| 1Y | +39.2% | +7.1% | +32.1% | +43.7% |
| All | +39.2% | +13.1% | +26.1% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling