+82.7%
SAP vs USB
+90.4%
-7.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +4.0% | -1.5% | +5.5% | +4.4% |
| 30D | +15.7% | +4.3% | +11.4% | +14.4% |
| 3M | +23.4% | -6.1% | +29.5% | +25.3% |
| 6M | +41.3% | +9.4% | +31.9% | +37.4% |
| YTD | +2.0% | +15.2% | -13.2% | -2.5% |
| 1Y | -5.1% | +32.8% | -37.8% | -13.1% |
| All | +82.7% | +90.4% | -7.7% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling