+36.5%
USB vs SM
+70.4%
-33.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.3% | +17.2% | +1.0% |
| 7D | +2.4% | -21.5% | +23.9% | +1.1% |
| 30D | +6.6% | -11.4% | +17.9% | +5.9% |
| 3M | -4.1% | +0.6% | -4.7% | -3.7% |
| 6M | +12.5% | +0.2% | +12.2% | +13.5% |
| YTD | +17.6% | +69.7% | -52.0% | +15.3% |
| 1Y | +36.5% | +71.6% | -35.1% | +34.0% |
| All | +36.5% | +70.4% | -33.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling