+726.5%
XLK vs USB
+84.9%
+641.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | -11.2% | +5.7% | -16.9% | -13.1% |
| 3M | -6.2% | -4.7% | -1.5% | -4.7% |
| 6M | -1.7% | +13.4% | -15.2% | -6.8% |
| YTD | +21.5% | +17.0% | +4.5% | +13.6% |
| 1Y | +19.6% | +32.4% | -12.7% | +6.6% |
| 3Y | +97.9% | +101.7% | -3.7% | +48.1% |
| 5Y | +118.9% | +24.4% | +94.5% | +92.9% |
| 10Y | +726.5% | +83.6% | +643.0% | +532.1% |
| All | +726.5% | +84.9% | +641.7% | +532.1% |
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 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