+82.5%
USB vs SN
+490.7%
-408.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +1.4% | -9.3% | +10.8% | +3.3% |
| 30D | -1.3% | -4.8% | +3.5% | -0.5% |
| 3M | +15.2% | +40.4% | -25.2% | +7.2% |
| 6M | +18.8% | +50.9% | -32.1% | +8.6% |
| YTD | +21.0% | +54.9% | -33.9% | +9.8% |
| 1Y | +34.0% | +43.0% | -9.0% | +22.9% |
| 3Y | +95.3% | +391.8% | -296.5% | +55.0% |
| All | +82.5% | +490.7% | -408.2% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling