+25.1%
USB vs SPG
+83.5%
-58.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | +1.4% | +5.6% | -4.1% | -2.0% |
| 30D | +6.4% | +17.6% | -11.2% | -4.1% |
| 3M | -4.5% | +7.5% | -11.9% | -8.9% |
| 6M | +11.4% | +18.5% | -7.2% | -0.5% |
| YTD | +17.1% | +30.9% | -13.8% | -2.2% |
| 1Y | +32.6% | +34.1% | -1.5% | +9.0% |
| 3Y | +101.8% | +135.5% | -33.7% | +12.7% |
| 5Y | +25.1% | +86.5% | -61.4% | -21.9% |
| All | +25.1% | +83.5% | -58.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling