+31.8%
USB vs SM
+72.1%
-40.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | 0.0% | -25.9% | +25.9% | -1.6% |
| 30D | +5.8% | -15.1% | +21.0% | +4.9% |
| 3M | -6.0% | +4.9% | -10.8% | -5.3% |
| 6M | +7.8% | +6.1% | +1.6% | +9.0% |
| YTD | +14.6% | +63.4% | -48.8% | +11.7% |
| 1Y | +31.8% | +72.5% | -40.7% | +27.6% |
| All | +31.8% | +72.1% | -40.3% | +27.6% |
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 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