+1,195.6%
XLY vs USB
+482.6%
+712.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.0% |
| 7D | +2.4% | +0.8% | +1.7% | +2.2% |
| 30D | +7.2% | +6.8% | +0.5% | +4.6% |
| 3M | +1.2% | -3.8% | +5.0% | +2.6% |
| 6M | +1.1% | +11.7% | -10.6% | -3.4% |
| YTD | +2.0% | +17.5% | -15.5% | -4.6% |
| 1Y | +3.5% | +33.8% | -30.3% | -7.9% |
| 3Y | +56.3% | +104.2% | -47.9% | +17.3% |
| 5Y | +23.5% | +26.4% | -3.0% | +8.0% |
| 10Y | +239.5% | +89.2% | +150.3% | +141.8% |
| All | +1,195.6% | +482.6% | +712.9% | +417.1% |
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