+91.5%
USB vs SITM
+269.8%
-178.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +17.4% | -17.9% | -2.0% |
| 7D | 0.0% | -6.7% | +6.7% | +0.3% |
| 30D | +5.8% | -37.3% | +43.2% | +9.9% |
| 3M | -6.0% | -39.4% | +33.4% | -2.4% |
| 6M | +7.8% | -33.1% | +40.9% | +8.8% |
| YTD | +14.6% | +18.0% | -3.5% | +6.6% |
| 1Y | +31.8% | +22.7% | +9.1% | +21.6% |
| 3Y | +91.5% | +283.8% | -192.3% | +44.0% |
| All | +91.5% | +269.8% | -178.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling