+175.2%
SO vs USB
+92.8%
+82.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +8.1% | +5.8% | +2.2% | +6.6% |
| 3M | +0.2% | -6.0% | +6.2% | +1.6% |
| 6M | +0.4% | +7.8% | -7.4% | -1.6% |
| YTD | +8.5% | +14.6% | -6.1% | +4.4% |
| 1Y | +4.9% | +31.8% | -26.8% | -2.5% |
| 3Y | +47.9% | +91.5% | -43.6% | +21.6% |
| 5Y | +75.7% | +22.0% | +53.6% | +61.4% |
| All | +175.2% | +92.8% | +82.3% | +124.4% |
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 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