+18.8%
XLK vs USB
+31.5%
-12.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +7.0% | +1.2% | +5.8% | +6.8% |
| 30D | -11.5% | +6.3% | -17.8% | -12.3% |
| 3M | -7.9% | -6.1% | -1.8% | -6.6% |
| 6M | -0.6% | +13.0% | -13.6% | -3.4% |
| YTD | +21.1% | +16.6% | +4.6% | +15.3% |
| 1Y | +18.8% | +31.1% | -12.3% | +9.0% |
| All | +18.8% | +31.5% | -12.6% | +9.0% |
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 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