+32.8%
XLP vs USAR
-18.7%
+51.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.8% | -12.1% | -1.2% |
| 7D | +0.7% | -14.5% | +15.2% | +0.6% |
| 30D | +10.3% | -37.8% | +48.1% | +9.9% |
| 3M | +6.5% | -52.8% | +59.3% | +6.0% |
| 6M | +8.4% | -71.2% | +79.6% | +7.7% |
| YTD | +18.2% | -30.9% | +49.1% | +17.8% |
| 1Y | +22.4% | -48.0% | +70.4% | +21.9% |
| 3Y | +41.9% | -19.7% | +61.6% | +39.2% |
| All | +32.8% | -18.7% | +51.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling