+91.7%
USB vs SIRI
-1.3%
+93.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | 0.0% | +12.6% | -12.6% | -3.3% |
| 30D | +5.8% | +25.9% | -20.0% | -0.8% |
| 3M | -6.0% | +10.3% | -16.3% | -8.7% |
| 6M | +7.8% | +24.8% | -17.0% | +0.7% |
| YTD | +14.6% | +68.6% | -54.0% | -2.3% |
| 1Y | +31.8% | +55.9% | -24.1% | +14.8% |
| 3Y | +91.5% | -22.3% | +113.9% | +94.4% |
| 5Y | +22.0% | -38.6% | +60.7% | +24.8% |
| All | +91.7% | -1.3% | +93.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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