+32.8%
USB vs SBAC
+0.8%
+31.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -1.5% | +4.4% | -5.9% | -1.6% |
| 30D | +4.3% | +13.8% | -9.5% | +3.9% |
| 3M | -6.1% | +9.0% | -15.0% | -6.3% |
| 6M | +9.4% | -10.0% | +19.4% | +9.3% |
| YTD | +15.2% | +1.8% | +13.4% | +15.0% |
| 1Y | +32.8% | +1.1% | +31.6% | +32.9% |
| All | +32.8% | +0.8% | +31.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling