+77.6%
SO vs USB
+22.2%
+55.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +0.4% | -1.5% | +1.8% | +0.5% |
| 30D | +9.2% | +4.3% | +5.0% | +8.7% |
| 3M | +1.1% | -6.1% | +7.2% | +1.7% |
| 6M | -1.1% | +9.4% | -10.5% | -2.1% |
| YTD | +9.7% | +15.2% | -5.5% | +7.7% |
| 1Y | +5.5% | +32.8% | -27.3% | +1.8% |
| 3Y | +47.0% | +91.3% | -44.3% | +33.4% |
| 5Y | +77.6% | +22.7% | +54.9% | +71.6% |
| All | +77.6% | +22.2% | +55.4% | +71.6% |
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