+144.0%
XLK vs USB
+40.0%
+103.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.9% | +1.4% | -0.6% | +0.4% |
| 30D | +0.7% | -1.3% | +2.0% | +1.1% |
| 3M | -2.9% | +15.2% | -18.2% | -7.7% |
| 6M | +34.3% | +18.8% | +15.4% | +26.0% |
| YTD | +30.4% | +21.0% | +9.4% | +21.4% |
| 1Y | +43.4% | +34.0% | +9.3% | +28.5% |
| 3Y | +116.8% | +95.3% | +21.5% | +68.9% |
| All | +144.0% | +40.0% | +103.9% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling