+41.2%
USB vs SIRI
-44.4%
+85.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.3% |
| 7D | +1.4% | +1.6% | -0.1% | +1.1% |
| 30D | -1.3% | -4.7% | +3.4% | -0.5% |
| 3M | +15.2% | +5.3% | +10.0% | +13.8% |
| 6M | +18.8% | +30.5% | -11.7% | +12.2% |
| YTD | +21.0% | +49.6% | -28.6% | +10.8% |
| 1Y | +34.0% | +28.5% | +5.5% | +26.2% |
| 3Y | +95.3% | -27.5% | +122.8% | +98.2% |
| All | +41.2% | -44.4% | +85.6% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling