+4,946.7%
USB vs SM
+1,608.3%
+3,338.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -1.3% | +26.3% | -27.6% | -4.7% |
| 3M | +15.2% | +8.7% | +6.6% | +13.1% |
| 6M | +18.8% | +51.7% | -32.8% | +10.1% |
| YTD | +21.0% | +99.0% | -78.0% | +7.4% |
| 1Y | +34.0% | +34.6% | -0.6% | +25.4% |
| 3Y | +95.3% | -7.8% | +103.1% | +89.2% |
| 5Y | +40.4% | +104.8% | -64.4% | +17.2% |
| 10Y | +107.3% | +7.2% | +100.1% | +38.9% |
| All | +4,946.7% | +1,608.3% | +3,338.4% | +2,145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling