+5,976.4%
SO vs USB
+8,537.0%
-2,560.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -4.6% | -1.3% | -3.3% | -4.4% |
| 3M | -3.0% | +15.2% | -18.3% | -5.2% |
| 6M | -8.3% | +18.8% | -27.1% | -10.8% |
| YTD | +3.5% | +21.0% | -17.5% | +0.3% |
| 1Y | -0.9% | +34.0% | -34.9% | -5.6% |
| 3Y | +45.4% | +95.3% | -50.0% | +29.0% |
| 5Y | +59.6% | +40.4% | +19.2% | +46.9% |
| 10Y | +156.6% | +107.3% | +49.3% | +117.6% |
| All | +5,976.4% | +8,537.0% | -2,560.6% | +3,832.4% |
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