+89.2%
USB vs SNY
+80.6%
+8.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.8% |
| 7D | +0.8% | +5.6% | -4.9% | -1.0% |
| 30D | +6.8% | +20.1% | -13.3% | +0.5% |
| 3M | -3.8% | +10.7% | -14.5% | -7.1% |
| 6M | +11.7% | +11.1% | +0.6% | +7.6% |
| YTD | +17.5% | +4.8% | +12.7% | +15.0% |
| 1Y | +33.8% | +2.3% | +31.5% | +31.9% |
| 3Y | +104.2% | +21.6% | +82.6% | +84.5% |
| 5Y | +26.4% | +16.3% | +10.1% | +12.4% |
| 10Y | +89.2% | +72.7% | +16.5% | +45.3% |
| All | +89.2% | +80.6% | +8.6% | +45.3% |
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