+91.7%
USB vs SPG
+109.7%
-18.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | 0.0% | +4.9% | -4.9% | -2.1% |
| 30D | +5.8% | +15.6% | -9.8% | -0.8% |
| 3M | -6.0% | +4.1% | -10.0% | -7.7% |
| 6M | +7.8% | +13.6% | -5.8% | +1.6% |
| YTD | +14.6% | +27.5% | -13.0% | +2.4% |
| 1Y | +31.8% | +32.2% | -0.5% | +15.9% |
| 3Y | +91.5% | +126.0% | -34.5% | +33.0% |
| 5Y | +22.0% | +74.7% | -52.7% | -6.9% |
| All | +91.7% | +109.7% | -18.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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