+67.6%
SPY vs USB
+21.6%
+46.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 3M | -4.1% | -6.0% | +1.9% | -2.3% |
| 6M | +0.7% | +7.8% | -7.1% | -2.1% |
| YTD | +8.7% | +14.6% | -5.9% | +3.2% |
| 1Y | +10.9% | +31.8% | -20.9% | +0.3% |
| 3Y | +75.0% | +91.5% | -16.5% | +38.0% |
| All | +67.6% | +21.6% | +46.1% | +55.4% |
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 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