+92.5%
USB vs S
+32.3%
+60.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.7% | -1.0% |
| 7D | -1.5% | -16.7% | +15.2% | +0.8% |
| 30D | +4.3% | -17.0% | +21.3% | +6.6% |
| 3M | -6.1% | +2.0% | -8.1% | -7.2% |
| 6M | +9.4% | +35.1% | -25.7% | +2.9% |
| YTD | +15.2% | +42.8% | -27.6% | +6.5% |
| 1Y | +32.8% | +27.7% | +5.0% | +24.9% |
| All | +92.5% | +32.3% | +60.2% | +61.8% |
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 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