+4,415.5%
USB vs SPG
+5,807.1%
-1,391.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.4% |
| 7D | +2.4% | +8.2% | -5.8% | -1.6% |
| 30D | +6.6% | +13.5% | -6.9% | 0.0% |
| 3M | -4.1% | +2.2% | -6.3% | -5.2% |
| 6M | +12.5% | +15.9% | -3.4% | +4.3% |
| YTD | +17.6% | +27.6% | -10.0% | +3.7% |
| 1Y | +36.5% | +30.9% | +5.6% | +18.7% |
| 3Y | +95.4% | +124.5% | -29.1% | +29.1% |
| 5Y | +26.1% | +79.9% | -53.7% | -8.0% |
| 10Y | +101.3% | +112.9% | -11.7% | +15.1% |
| All | +4,415.5% | +5,807.1% | -1,391.6% | +626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling