+94.2%
XLK vs USB
+89.5%
+4.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -18.2% | +5.8% | -24.0% | -19.8% |
| 3M | -11.0% | -6.0% | -5.0% | -9.2% |
| 6M | -2.9% | +7.8% | -10.6% | -6.1% |
| YTD | +14.8% | +14.6% | +0.2% | +8.0% |
| 1Y | +14.5% | +31.8% | -17.2% | +1.7% |
| 3Y | +94.2% | +91.5% | +2.7% | +54.4% |
| All | +94.2% | +89.5% | +4.7% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling