+471.1%
USB vs SBAC
+2,208.1%
-1,737.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -1.3% | +6.9% | -8.2% | -2.2% |
| 3M | +15.2% | -8.2% | +23.5% | +16.3% |
| 6M | +18.8% | -1.6% | +20.5% | +18.4% |
| YTD | +21.0% | -0.1% | +21.1% | +20.1% |
| 1Y | +34.0% | -0.5% | +34.5% | +33.0% |
| 3Y | +95.3% | -9.1% | +104.4% | +94.9% |
| 5Y | +40.4% | -43.8% | +84.2% | +48.1% |
| 10Y | +107.3% | +80.5% | +26.8% | +88.3% |
| All | +471.1% | +2,208.1% | -1,737.0% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling