+507.4%
USB vs SNY
+284.7%
+222.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.6% |
| 7D | +0.8% | +5.6% | -4.9% | -1.6% |
| 30D | +6.8% | +20.1% | -13.3% | -1.3% |
| 3M | -3.8% | +10.7% | -14.5% | -8.1% |
| 6M | +11.7% | +11.1% | +0.6% | +6.3% |
| YTD | +17.5% | +4.8% | +12.7% | +14.1% |
| 1Y | +33.8% | +2.3% | +31.5% | +31.2% |
| 3Y | +104.2% | +21.6% | +82.6% | +80.1% |
| 5Y | +26.4% | +16.3% | +10.1% | +10.0% |
| 10Y | +89.2% | +72.7% | +16.5% | +33.1% |
| All | +507.4% | +284.7% | +222.6% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling