+31.0%
USB vs S
-52.7%
+83.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | 0.0% | -13.4% | +13.4% | +1.2% |
| 30D | +5.8% | -14.0% | +19.8% | +7.0% |
| 3M | -6.0% | +4.9% | -10.8% | -6.8% |
| 6M | +7.8% | +42.0% | -34.2% | +3.6% |
| YTD | +14.6% | +45.1% | -30.5% | +9.5% |
| 1Y | +31.8% | +33.1% | -1.3% | +26.7% |
| 3Y | +91.5% | +40.6% | +50.9% | +82.5% |
| 5Y | +22.0% | -67.5% | +89.5% | +15.8% |
| All | +31.0% | -52.7% | +83.7% | +31.8% |
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