+81.3%
USB vs SNY
+76.4%
+4.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +2.6% | +2.8% | -0.2% | +1.7% |
| 30D | +8.4% | +21.6% | -13.2% | +1.6% |
| 3M | -5.5% | +10.5% | -16.0% | -8.7% |
| 6M | +17.7% | +14.0% | +3.7% | +12.3% |
| YTD | +17.6% | +5.4% | +12.2% | +14.9% |
| 1Y | +33.9% | -2.5% | +36.3% | +34.1% |
| 3Y | +103.8% | +22.1% | +81.7% | +83.9% |
| 5Y | +25.6% | +18.0% | +7.5% | +10.9% |
| All | +81.3% | +76.4% | +4.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling