+38.4%
USB vs S
-56.8%
+95.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.4% | -7.7% | +9.1% | +2.1% |
| 30D | -1.3% | -5.3% | +4.0% | -1.0% |
| 3M | +15.2% | +20.3% | -5.0% | +13.0% |
| 6M | +18.8% | +47.4% | -28.5% | +13.9% |
| YTD | +21.0% | +32.5% | -11.5% | +16.9% |
| 1Y | +34.0% | +9.5% | +24.5% | +31.5% |
| 3Y | +95.3% | +15.5% | +79.8% | +89.3% |
| 5Y | +40.4% | -71.2% | +111.6% | +34.2% |
| All | +38.4% | -56.8% | +95.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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