+34.0%
XLP vs USAR
-13.4%
+47.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +1.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +8.9% | -30.3% | +39.2% | +8.7% |
| 3M | +7.5% | -54.7% | +62.2% | +6.9% |
| 6M | +9.4% | -67.5% | +76.9% | +8.8% |
| YTD | +19.3% | -26.4% | +45.6% | +19.0% |
| 1Y | +21.7% | -49.5% | +71.3% | +21.3% |
| 3Y | +44.0% | -14.5% | +58.4% | +41.3% |
| All | +34.0% | -13.4% | +47.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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