+92.5%
USB vs SN
+384.9%
-292.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.5% | +3.8% | -5.3% | -2.3% |
| 30D | +4.3% | +17.5% | -13.3% | +0.5% |
| 3M | -6.1% | +19.2% | -25.3% | -10.1% |
| 6M | +9.4% | +84.9% | -75.5% | -6.3% |
| YTD | +15.2% | +94.0% | -78.9% | -3.1% |
| 1Y | +32.8% | +151.3% | -118.6% | +4.6% |
| All | +92.5% | +384.9% | -292.4% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling