+22.0%
USB vs SITM
+42.2%
-20.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +17.4% | -17.9% | -2.4% |
| 7D | 0.0% | -6.7% | +6.7% | +0.4% |
| 30D | +5.8% | -37.3% | +43.2% | +10.7% |
| 3M | -6.0% | -39.4% | +33.4% | -1.8% |
| 6M | +7.8% | -33.1% | +40.9% | +9.0% |
| YTD | +14.6% | +18.0% | -3.5% | +6.4% |
| 1Y | +31.8% | +22.7% | +9.1% | +21.3% |
| 3Y | +91.5% | +283.8% | -192.3% | +41.2% |
| All | +22.0% | +42.2% | -20.2% | -9.6% |
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