+96.6%
USB vs S
+45.1%
+51.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +2.4% | -8.2% | +10.6% | +3.5% |
| 30D | +6.6% | -7.6% | +14.2% | +7.4% |
| 3M | -4.1% | +12.0% | -16.1% | -6.4% |
| 6M | +12.5% | +50.6% | -38.1% | +4.3% |
| YTD | +17.6% | +56.6% | -39.0% | +7.5% |
| 1Y | +36.5% | +39.2% | -2.7% | +27.1% |
| All | +96.6% | +45.1% | +51.5% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling