+566.3%
XLP vs USB
+483.4%
+82.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.0% |
| 7D | +5.9% | +2.4% | +3.5% | +5.4% |
| 30D | +13.5% | +6.6% | +6.9% | +12.0% |
| 3M | +8.4% | -4.1% | +12.5% | +9.2% |
| 6M | +11.5% | +12.5% | -0.9% | +8.8% |
| YTD | +20.6% | +17.6% | +3.0% | +16.3% |
| 1Y | +24.3% | +36.5% | -12.2% | +16.3% |
| 3Y | +45.1% | +95.4% | -50.3% | +24.4% |
| 5Y | +44.6% | +26.1% | +18.5% | +33.0% |
| 10Y | +133.1% | +101.3% | +31.8% | +88.0% |
| All | +566.3% | +483.4% | +82.9% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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