+20.7%
XLK vs USB
+36.4%
-15.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -7.6% | +2.4% | -10.0% | -7.9% |
| 30D | -12.2% | +6.6% | -18.7% | -13.0% |
| 3M | -5.5% | -4.1% | -1.4% | -4.6% |
| 6M | +9.2% | +12.5% | -3.3% | +6.4% |
| YTD | +23.0% | +17.6% | +5.4% | +16.8% |
| 1Y | +20.7% | +36.5% | -15.8% | +8.3% |
| All | +20.7% | +36.4% | -15.7% | +8.3% |
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