+303.9%
SPY vs USB
+92.8%
+211.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -5.4% | +5.8% | -11.2% | -7.5% |
| 3M | -4.1% | -6.0% | +1.9% | -2.0% |
| 6M | +0.7% | +7.8% | -7.1% | -2.6% |
| YTD | +8.7% | +14.6% | -5.9% | +2.4% |
| 1Y | +10.9% | +31.8% | -20.9% | -1.1% |
| 3Y | +75.0% | +91.5% | -16.5% | +32.6% |
| 5Y | +67.8% | +22.0% | +45.7% | +48.4% |
| All | +303.9% | +92.8% | +211.1% | +193.8% |
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