+1,265.1%
XLK vs USB
+471.2%
+793.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.9% | -7.3% |
| 7D | -14.0% | -1.5% | -12.5% | -13.5% |
| 30D | -19.6% | +4.3% | -23.9% | -20.8% |
| 3M | -12.6% | -6.1% | -6.5% | -10.9% |
| 6M | -1.7% | +9.4% | -11.1% | -5.2% |
| YTD | +13.2% | +15.2% | -2.0% | +7.1% |
| 1Y | +10.6% | +32.8% | -22.1% | -0.2% |
| 3Y | +92.7% | +91.3% | +1.4% | +51.8% |
| 5Y | +101.7% | +22.7% | +79.0% | +79.6% |
| 10Y | +678.9% | +97.0% | +581.9% | +464.8% |
| All | +1,265.1% | +471.2% | +793.9% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling