+4,805.9%
USB vs SM
+1,356.1%
+3,449.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.3% | +17.2% | +4.1% |
| 7D | +2.4% | -21.5% | +23.9% | +5.6% |
| 30D | +6.6% | -11.4% | +17.9% | +8.0% |
| 3M | -4.1% | +0.6% | -4.7% | -4.9% |
| 6M | +12.5% | +0.2% | +12.2% | +10.7% |
| YTD | +17.6% | +69.7% | -52.0% | +6.2% |
| 1Y | +36.5% | +71.6% | -35.1% | +22.9% |
| 3Y | +95.4% | -16.9% | +112.3% | +91.3% |
| 5Y | +26.1% | -3.2% | +29.4% | +16.8% |
| 10Y | +101.3% | +15.5% | +85.7% | +33.4% |
| All | +4,805.9% | +1,356.1% | +3,449.8% | +2,120.8% |
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