+525.6%
USB vs SNY
+253.7%
+271.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | -1.3% | +3.4% | -4.7% | -2.8% |
| 3M | +15.2% | -0.3% | +15.6% | +15.0% |
| 6M | +18.8% | +1.0% | +17.8% | +17.8% |
| YTD | +21.0% | -3.6% | +24.7% | +22.0% |
| 1Y | +34.0% | +3.0% | +31.0% | +30.7% |
| 3Y | +95.3% | -4.3% | +99.6% | +89.7% |
| 5Y | +40.4% | +5.2% | +35.2% | +27.7% |
| 10Y | +107.3% | +70.2% | +37.1% | +46.3% |
| All | +525.6% | +253.7% | +271.9% | +177.1% |
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