+455.2%
USB vs SBAC
+2,281.7%
-1,826.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.1% |
| 7D | +2.4% | +5.8% | -3.4% | +1.6% |
| 30D | +6.6% | +20.8% | -14.2% | +3.9% |
| 3M | -4.1% | +4.8% | -8.8% | -4.8% |
| 6M | +12.5% | -9.1% | +21.6% | +13.5% |
| YTD | +17.6% | +3.1% | +14.6% | +16.2% |
| 1Y | +36.5% | +2.2% | +34.3% | +34.9% |
| 3Y | +95.4% | -8.4% | +103.8% | +94.6% |
| 5Y | +26.1% | -38.6% | +64.8% | +31.5% |
| 10Y | +101.3% | +103.6% | -2.4% | +80.1% |
| All | +455.2% | +2,281.7% | -1,826.5% | +263.3% |
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