+56.6%
USB vs SE
+365.4%
-308.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | -1.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +4.3% | -21.7% | +25.9% | +6.6% |
| 3M | -6.1% | -34.2% | +28.1% | -2.6% |
| 6M | +9.4% | -10.5% | +19.9% | +9.7% |
| YTD | +15.2% | -40.7% | +55.9% | +19.8% |
| 1Y | +32.8% | -52.1% | +84.8% | +40.8% |
| 3Y | +91.3% | +68.9% | +22.4% | +77.4% |
| 5Y | +22.7% | -78.9% | +101.5% | +29.2% |
| All | +56.6% | +365.4% | -308.8% | +18.1% |
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