+3,370.6%
USB vs SIRI
-6.9%
+3,377.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | 0.0% | +12.6% | -12.6% | -0.8% |
| 30D | +5.8% | +25.9% | -20.0% | +4.3% |
| 3M | -6.0% | +10.3% | -16.3% | -6.6% |
| 6M | +7.8% | +24.8% | -17.0% | +6.1% |
| YTD | +14.6% | +68.6% | -54.0% | +10.6% |
| 1Y | +31.8% | +55.9% | -24.1% | +27.8% |
| 3Y | +91.5% | -22.3% | +113.9% | +92.0% |
| 5Y | +22.0% | -38.6% | +60.7% | +23.0% |
| 10Y | +96.1% | -0.6% | +96.7% | +92.7% |
| All | +3,370.6% | -6.9% | +3,377.5% | +2,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling