+22.7%
USB vs SPG
+75.4%
-52.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -1.5% | +5.0% | -6.5% | -4.5% |
| 30D | +4.3% | +12.3% | -8.0% | -3.2% |
| 3M | -6.1% | +1.9% | -7.9% | -7.3% |
| 6M | +9.4% | +14.4% | -5.0% | 0.0% |
| YTD | +15.2% | +26.5% | -11.3% | -1.6% |
| 1Y | +32.8% | +30.7% | +2.1% | +11.0% |
| 3Y | +91.3% | +122.6% | -31.3% | +11.1% |
| 5Y | +22.7% | +73.3% | -50.7% | -20.0% |
| All | +22.7% | +75.4% | -52.8% | -20.0% |
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