+77.4%
USB vs SN
+647.0%
-569.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.1% |
| 7D | +2.4% | +10.6% | -8.2% | +0.4% |
| 30D | +6.6% | +20.0% | -13.4% | +2.9% |
| 3M | -4.1% | +30.4% | -34.4% | -9.2% |
| 6M | +12.5% | +91.0% | -78.5% | -1.6% |
| YTD | +17.6% | +95.9% | -78.3% | +1.9% |
| 1Y | +36.5% | +158.9% | -122.4% | +11.9% |
| 3Y | +95.4% | +391.8% | -296.4% | +47.9% |
| All | +77.4% | +647.0% | -569.6% | +33.4% |
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