+3,087.9%
SPY vs USB
+4,459.4%
-1,371.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.5% |
| 30D | -1.0% | +6.6% | -7.6% | -3.3% |
| 3M | -0.3% | -4.1% | +3.8% | +0.9% |
| 6M | +7.3% | +12.5% | -5.1% | +2.6% |
| YTD | +13.3% | +17.6% | -4.3% | +6.3% |
| 1Y | +14.8% | +36.5% | -21.7% | +2.1% |
| 3Y | +82.9% | +95.4% | -12.5% | +41.3% |
| 5Y | +75.6% | +26.1% | +49.5% | +53.7% |
| 10Y | +330.5% | +101.3% | +229.3% | +205.7% |
| All | +3,087.9% | +4,459.4% | -1,371.4% | +858.3% |
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 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