+2,233.8%
SAP vs USB
+2,725.7%
-491.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +1.4% | -4.3% | -3.4% |
| 30D | +9.0% | -1.3% | +10.3% | +9.4% |
| 3M | +14.9% | +15.2% | -0.3% | +9.3% |
| 6M | +11.9% | +18.8% | -6.9% | +5.1% |
| YTD | -9.9% | +21.0% | -30.9% | -16.1% |
| 1Y | -19.5% | +34.0% | -53.6% | -27.7% |
| 3Y | +61.8% | +95.3% | -33.5% | +24.7% |
| 5Y | +56.2% | +40.4% | +15.8% | +31.5% |
| 10Y | +180.6% | +107.3% | +73.3% | +95.2% |
| All | +2,233.8% | +2,725.7% | -491.9% | +529.4% |
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