-56.6%
SMR vs USB
+32.4%
-88.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.1% | -12.7% | -13.2% |
| 7D | -26.2% | -1.5% | -24.7% | -25.3% |
| 30D | -45.5% | +4.3% | -49.8% | -47.2% |
| 3M | -53.4% | -6.1% | -47.3% | -51.4% |
| 6M | -63.2% | +9.4% | -72.6% | -66.1% |
| YTD | -69.2% | +15.2% | -84.3% | -72.5% |
| 1Y | -88.5% | +32.8% | -121.2% | -90.8% |
| 3Y | +26.7% | +91.3% | -64.6% | -16.3% |
| All | -56.6% | +32.4% | -88.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling