+64.5%
USB vs SE
+589.8%
-525.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.4% | -6.1% | +7.5% | +2.0% |
| 30D | -1.3% | -2.5% | +1.1% | -1.2% |
| 3M | +15.2% | +21.7% | -6.5% | +12.7% |
| 6M | +18.8% | +27.0% | -8.2% | +15.3% |
| YTD | +21.0% | -12.1% | +33.1% | +21.5% |
| 1Y | +34.0% | -40.9% | +74.9% | +39.5% |
| 3Y | +95.3% | +191.0% | -95.7% | +72.0% |
| 5Y | +40.4% | -68.3% | +108.6% | +42.3% |
| All | +64.5% | +589.8% | -525.2% | +19.7% |
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