+32.8%
USB vs SN
+157.3%
-124.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.5% | +3.8% | -5.3% | -2.2% |
| 30D | +4.3% | +17.5% | -13.3% | +1.2% |
| 3M | -6.1% | +19.2% | -25.3% | -9.3% |
| 6M | +9.4% | +84.9% | -75.5% | -5.1% |
| YTD | +15.2% | +94.0% | -78.9% | -1.9% |
| 1Y | +32.8% | +151.3% | -118.6% | +4.2% |
| All | +32.8% | +157.3% | -124.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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