+22.0%
USB vs SBAC
-40.3%
+62.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | +5.8% | +11.2% | -5.3% | +3.2% |
| 3M | -6.0% | +4.5% | -10.4% | -7.1% |
| 6M | +7.8% | -12.2% | +19.9% | +10.6% |
| YTD | +14.6% | -0.1% | +14.7% | +13.0% |
| 1Y | +31.8% | -0.3% | +32.0% | +29.9% |
| 3Y | +91.5% | -8.7% | +100.3% | +89.3% |
| All | +22.0% | -40.3% | +62.4% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling