+302.7%
SPY vs USB
+93.8%
+208.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.6% |
| 7D | -4.7% | -1.5% | -3.3% | -4.2% |
| 30D | -5.9% | +4.3% | -10.2% | -7.5% |
| 3M | -4.5% | -6.1% | +1.5% | -2.4% |
| 6M | +1.8% | +9.4% | -7.6% | -2.1% |
| YTD | +8.3% | +15.2% | -6.8% | +1.9% |
| 1Y | +9.3% | +32.8% | -23.4% | -2.7% |
| 3Y | +74.9% | +91.3% | -16.4% | +32.6% |
| 5Y | +67.3% | +22.7% | +44.6% | +47.7% |
| All | +302.7% | +93.8% | +208.9% | +192.3% |
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