+59.2%
USB vs SE
+372.6%
-313.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +6.4% | -19.4% | +25.8% | +8.5% |
| 3M | -4.5% | -33.1% | +28.6% | -1.1% |
| 6M | +11.4% | -11.4% | +22.8% | +11.9% |
| YTD | +17.1% | -39.8% | +56.9% | +21.7% |
| 1Y | +32.6% | -50.5% | +83.1% | +40.2% |
| 3Y | +101.8% | +68.9% | +33.0% | +87.2% |
| 5Y | +25.1% | -77.1% | +102.2% | +30.9% |
| All | +59.2% | +372.6% | -313.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling