+788.5%
XLK vs USFR
+28.1%
+760.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | +0.4% | -1.0% | -0.7% |
| 3M | +2.6% | +1.0% | +1.5% | +2.2% |
| 6M | +34.0% | +2.0% | +32.0% | +32.9% |
| YTD | +30.7% | +2.8% | +27.9% | +29.2% |
| 1Y | +39.2% | +4.1% | +35.1% | +36.7% |
| 3Y | +120.4% | +14.1% | +106.3% | +106.2% |
| 5Y | +148.8% | +20.6% | +128.2% | +125.4% |
| All | +788.5% | +28.1% | +760.3% | +693.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling