+6,321.9%
SO vs USB
+8,296.0%
-1,974.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | +11.1% | +6.6% | +4.6% | +10.1% |
| 3M | +0.7% | -4.1% | +4.8% | +1.3% |
| 6M | -1.4% | +12.5% | -13.9% | -3.2% |
| YTD | +9.4% | +17.6% | -8.2% | +6.4% |
| 1Y | +3.7% | +36.5% | -32.8% | -1.5% |
| 3Y | +46.7% | +95.4% | -48.7% | +30.3% |
| 5Y | +78.9% | +26.1% | +52.7% | +67.5% |
| 10Y | +180.3% | +101.3% | +79.1% | +138.7% |
| All | +6,321.9% | +8,296.0% | -1,974.2% | +4,072.4% |
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 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