+26.4%
USB vs SITM
+63.2%
-36.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.6% | -7.1% | +1.5% |
| 7D | +0.8% | +9.4% | -8.6% | -0.6% |
| 30D | +6.8% | -25.4% | +32.1% | +9.6% |
| 3M | -3.8% | -37.0% | +33.2% | +0.1% |
| 6M | +11.7% | -45.1% | +56.9% | +16.7% |
| YTD | +17.5% | +29.4% | -11.9% | +7.9% |
| 1Y | +33.8% | +39.8% | -6.0% | +21.2% |
| 3Y | +104.2% | +328.2% | -224.0% | +48.3% |
| 5Y | +26.4% | +87.4% | -60.9% | -7.9% |
| All | +26.4% | +63.2% | -36.8% | -7.9% |
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