+25.7%
USB vs SITM
+73.6%
-47.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.5% |
| 7D | +2.6% | +6.6% | -4.0% | +1.8% |
| 30D | +8.4% | -15.3% | +23.7% | +9.7% |
| 3M | -5.5% | -35.4% | +29.8% | -2.0% |
| 6M | +17.7% | -46.8% | +64.5% | +23.4% |
| YTD | +17.6% | +25.9% | -8.3% | +8.2% |
| 1Y | +33.9% | +54.0% | -20.1% | +19.6% |
| 3Y | +103.8% | +315.6% | -211.8% | +48.1% |
| All | +25.7% | +73.6% | -47.9% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling