+178.2%
SO vs USB
+93.8%
+84.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +0.4% | -1.5% | +1.8% | +0.7% |
| 30D | +9.2% | +4.3% | +5.0% | +8.1% |
| 3M | +1.1% | -6.1% | +7.2% | +2.5% |
| 6M | -1.1% | +9.4% | -10.5% | -3.4% |
| YTD | +9.7% | +15.2% | -5.5% | +5.4% |
| 1Y | +5.5% | +32.8% | -27.3% | -2.2% |
| 3Y | +47.0% | +91.3% | -44.3% | +20.9% |
| 5Y | +77.6% | +22.7% | +54.9% | +62.9% |
| All | +178.2% | +93.8% | +84.3% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling