+782.1%
XLK vs USB
+106.9%
+675.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +2.3% | +2.1% | +0.2% | +1.5% |
| 30D | -0.1% | -2.3% | +2.2% | +0.7% |
| 3M | +2.1% | +13.9% | -11.7% | -3.0% |
| 6M | +37.2% | +21.6% | +15.6% | +26.9% |
| YTD | +30.8% | +19.3% | +11.5% | +21.6% |
| 1Y | +42.6% | +33.6% | +9.1% | +26.7% |
| 3Y | +121.8% | +97.7% | +24.1% | +66.7% |
| 5Y | +145.7% | +40.4% | +105.2% | +106.2% |
| 10Y | +782.1% | +105.9% | +676.2% | +510.4% |
| All | +782.1% | +106.9% | +675.2% | +510.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling