+3,388.1%
USB vs SIRI
-5.3%
+3,393.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -1.5% | +15.9% | -17.3% | -2.4% |
| 30D | +4.3% | +26.0% | -21.7% | +2.8% |
| 3M | -6.1% | +9.2% | -15.3% | -6.6% |
| 6M | +9.4% | +28.3% | -18.9% | +7.6% |
| YTD | +15.2% | +71.5% | -56.3% | +11.1% |
| 1Y | +32.8% | +55.0% | -22.2% | +28.8% |
| 3Y | +91.3% | -24.4% | +115.7% | +92.1% |
| 5Y | +22.7% | -37.6% | +60.2% | +23.4% |
| 10Y | +97.0% | +1.1% | +96.0% | +93.5% |
| All | +3,388.1% | -5.3% | +3,393.4% | +2,868.0% |
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