+25.1%
USB vs SIRI
-39.1%
+64.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | +5.5% | -4.1% | +0.3% |
| 30D | +6.4% | +22.6% | -16.2% | +2.2% |
| 3M | -4.5% | +12.9% | -17.4% | -6.9% |
| 6M | +11.4% | +22.3% | -10.9% | +6.7% |
| YTD | +17.1% | +67.8% | -50.7% | +4.9% |
| 1Y | +32.6% | +54.6% | -22.0% | +20.7% |
| 3Y | +101.8% | -21.4% | +123.2% | +101.9% |
| 5Y | +25.1% | -39.2% | +64.3% | +27.4% |
| All | +25.1% | -39.1% | +64.2% | +27.4% |
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