+32.8%
USB vs SM
+64.6%
-31.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.3% |
| 7D | -1.5% | -25.1% | +23.7% | -3.0% |
| 30D | +4.3% | -15.6% | +19.9% | +3.4% |
| 3M | -6.1% | +2.7% | -8.8% | -5.5% |
| 6M | +9.4% | -3.8% | +13.2% | +10.2% |
| YTD | +15.2% | +61.8% | -46.7% | +12.2% |
| 1Y | +32.8% | +71.4% | -38.6% | +28.5% |
| All | +32.8% | +64.6% | -31.9% | +28.5% |
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