+14.5%
XLK vs USB
+31.9%
-17.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -8.2% | 0.0% | -8.2% | -8.1% |
| 30D | -18.2% | +5.8% | -24.0% | -18.9% |
| 3M | -11.0% | -6.0% | -5.0% | -9.8% |
| 6M | -2.9% | +7.8% | -10.6% | -4.3% |
| YTD | +14.8% | +14.6% | +0.2% | +9.6% |
| 1Y | +14.5% | +31.8% | -17.2% | +4.1% |
| All | +14.5% | +31.9% | -17.4% | +4.1% |
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 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