+92.7%
USB vs SM
+7.1%
+85.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.4% |
| 7D | -1.5% | -25.1% | +23.7% | +2.4% |
| 30D | +4.3% | -15.6% | +19.9% | +6.5% |
| 3M | -6.1% | +2.7% | -8.8% | -7.2% |
| 6M | +9.4% | -3.8% | +13.2% | +8.2% |
| YTD | +15.2% | +61.8% | -46.7% | +4.2% |
| 1Y | +32.8% | +71.4% | -38.6% | +18.9% |
| 3Y | +91.3% | -20.7% | +112.0% | +88.2% |
| 5Y | +22.7% | -11.5% | +34.2% | +14.6% |
| All | +92.7% | +7.1% | +85.6% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling