+146.6%
XLK vs USFD
+197.4%
-50.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.9% |
| 7D | +2.3% | -7.0% | +9.3% | +4.9% |
| 30D | +0.8% | -10.3% | +11.1% | +4.7% |
| 3M | +4.1% | +9.2% | -5.1% | -0.2% |
| 6M | +34.8% | +7.4% | +27.3% | +29.4% |
| YTD | +30.8% | +29.4% | +1.4% | +14.7% |
| 1Y | +42.4% | +24.8% | +17.5% | +26.3% |
| 3Y | +121.8% | +150.0% | -28.2% | +43.5% |
| 5Y | +146.6% | +195.5% | -48.9% | +43.4% |
| All | +146.6% | +197.4% | -50.8% | +43.4% |
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 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