+699.4%
XLK vs USB
+94.3%
+605.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.8% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | -14.0% | +6.8% | -20.8% | -16.1% |
| 3M | -9.0% | -3.8% | -5.2% | -7.9% |
| 6M | -2.4% | +11.7% | -14.2% | -6.9% |
| YTD | +19.1% | +17.5% | +1.6% | +11.2% |
| 1Y | +19.2% | +33.8% | -14.5% | +5.9% |
| 3Y | +99.1% | +104.2% | -5.2% | +48.4% |
| 5Y | +112.0% | +26.4% | +85.6% | +85.6% |
| 10Y | +699.4% | +89.2% | +610.2% | +528.0% |
| All | +699.4% | +94.3% | +605.2% | +528.0% |
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