+4,545.1%
USB vs SPG
+5,256.9%
-711.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.7% |
| 30D | -1.3% | -6.8% | +5.5% | +2.2% |
| 3M | +15.2% | +2.7% | +12.6% | +13.5% |
| 6M | +18.8% | +5.5% | +13.4% | +15.4% |
| YTD | +21.0% | +15.7% | +5.3% | +12.1% |
| 1Y | +34.0% | +20.9% | +13.1% | +21.2% |
| 3Y | +95.3% | +112.4% | -17.1% | +33.0% |
| 5Y | +40.4% | +101.4% | -61.0% | -3.2% |
| 10Y | +107.3% | +60.6% | +46.7% | +37.0% |
| All | +4,545.1% | +5,256.9% | -711.8% | +685.5% |
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