+92.5%
USB vs SE
+64.7%
+27.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.5% |
| YTD | +15.2% | -40.7% | +55.9% | +20.1% |
| 1Y | +32.8% | -52.1% | +84.8% | +41.4% |
| All | +92.5% | +64.7% | +27.8% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling