+37.8%
XLK vs USFD
+23.2%
+14.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | -0.4% | -8.0% | +7.6% | -0.9% |
| 30D | -0.5% | -13.1% | +12.6% | -1.3% |
| 3M | +5.0% | +6.5% | -1.5% | +5.0% |
| 6M | +32.9% | +5.7% | +27.1% | +33.3% |
| YTD | +29.0% | +27.5% | +1.4% | +27.1% |
| 1Y | +37.8% | +23.4% | +14.4% | +33.4% |
| All | +37.8% | +23.2% | +14.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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