+92.5%
USB vs SBAC
-8.7%
+101.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -1.5% | +4.4% | -5.9% | -2.0% |
| 30D | +4.3% | +13.8% | -9.5% | +2.8% |
| 3M | -6.1% | +9.0% | -15.0% | -7.0% |
| 6M | +9.4% | -10.0% | +19.4% | +10.5% |
| YTD | +15.2% | +1.8% | +13.4% | +14.5% |
| 1Y | +32.8% | +1.1% | +31.6% | +32.1% |
| All | +92.5% | -8.7% | +101.1% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling