+2,504.2%
SAP vs USB
+2,646.8%
-142.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.6% |
| 7D | +1.3% | +2.4% | -1.1% | +0.5% |
| 30D | +15.5% | +6.6% | +9.0% | +13.0% |
| 3M | +22.8% | -4.1% | +26.9% | +24.3% |
| 6M | +42.5% | +12.5% | +30.0% | +36.4% |
| YTD | +0.5% | +17.6% | -17.1% | -5.6% |
| 1Y | -5.9% | +36.5% | -42.4% | -16.1% |
| 3Y | +79.5% | +95.4% | -15.9% | +38.9% |
| 5Y | +75.3% | +26.1% | +49.2% | +53.3% |
| 10Y | +228.9% | +101.3% | +127.6% | +130.9% |
| All | +2,504.2% | +2,646.8% | -142.6% | +608.5% |
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