+118.9%
XLK vs USFD
+207.9%
-89.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -11.2% | +12.3% | -23.5% | -15.1% |
| 3M | -6.2% | -0.7% | -5.5% | -6.3% |
| 6M | -1.7% | +31.3% | -33.0% | -12.6% |
| YTD | +21.5% | +45.7% | -24.2% | +1.2% |
| 1Y | +19.6% | +52.1% | -32.5% | -2.6% |
| 3Y | +97.9% | +158.2% | -60.3% | +24.6% |
| 5Y | +118.9% | +213.8% | -94.8% | +21.5% |
| All | +118.9% | +207.9% | -89.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling