+41.2%
USB vs SITM
+170.8%
-129.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.0% |
| 7D | +1.4% | +9.7% | -8.3% | +0.4% |
| 30D | -1.3% | +12.7% | -14.0% | -3.2% |
| 3M | +15.2% | -13.4% | +28.7% | +15.4% |
| 6M | +18.8% | +59.6% | -40.8% | +8.8% |
| YTD | +21.0% | +73.3% | -52.3% | +8.9% |
| 1Y | +34.0% | +165.5% | -131.5% | +12.8% |
| 3Y | +95.3% | +368.7% | -273.4% | +43.4% |
| All | +41.2% | +170.8% | -129.6% | +1.9% |
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