+33.6%
USB vs SIRI
+25.1%
+8.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +2.1% | +4.3% | -2.2% | +1.5% |
| 30D | -2.3% | -2.8% | +0.6% | -2.0% |
| 3M | +13.9% | +5.9% | +8.0% | +12.7% |
| 6M | +21.6% | +31.9% | -10.3% | +15.9% |
| YTD | +19.3% | +48.7% | -29.3% | +10.6% |
| 1Y | +33.6% | +23.2% | +10.3% | +28.3% |
| All | +33.6% | +25.1% | +8.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling