+41.2%
USB vs SNY
+6.1%
+35.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -1.3% | +3.4% | -4.7% | -2.1% |
| 3M | +15.2% | -0.3% | +15.6% | +15.1% |
| 6M | +18.8% | +1.0% | +17.8% | +18.3% |
| YTD | +21.0% | -3.6% | +24.7% | +21.6% |
| 1Y | +34.0% | +3.0% | +31.0% | +32.4% |
| 3Y | +95.3% | -4.3% | +99.6% | +93.1% |
| All | +41.2% | +6.1% | +35.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling