+35.6%
USB vs SITM
+2,630.8%
-2,595.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.0% | +9.9% | -0.7% |
| 7D | -1.5% | -27.3% | +25.8% | +2.0% |
| 30D | +4.3% | -50.1% | +54.4% | +12.5% |
| 3M | -6.1% | -34.6% | +28.6% | -2.8% |
| 6M | +9.4% | -40.5% | +49.9% | +12.5% |
| YTD | +15.2% | +0.5% | +14.7% | +9.2% |
| 1Y | +32.8% | +27.2% | +5.5% | +21.2% |
| 3Y | +91.3% | +216.7% | -125.4% | +45.1% |
| 5Y | +22.7% | +23.5% | -0.8% | -2.8% |
| All | +35.6% | +2,630.8% | -2,595.2% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling