+1,177.6%
XLK vs USFR
+27.6%
+1,150.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | +0.8% | +0.3% | +0.6% | +0.8% |
| 3M | +4.1% | +1.0% | +3.1% | +3.8% |
| 6M | +34.8% | +1.9% | +32.8% | +34.0% |
| YTD | +30.8% | +2.7% | +28.2% | +29.8% |
| 1Y | +42.4% | +4.0% | +38.4% | +40.7% |
| 3Y | +121.8% | +14.0% | +107.8% | +113.2% |
| 5Y | +146.6% | +20.4% | +126.2% | +133.0% |
| 10Y | +804.3% | +28.0% | +776.2% | +741.8% |
| All | +1,177.6% | +27.6% | +1,150.0% | +1,084.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling