+92.5%
USB vs SPMO
+112.7%
-20.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | +1.0% |
| 7D | -1.5% | -14.0% | +12.5% | +4.9% |
| 30D | +4.3% | -20.0% | +24.3% | +14.5% |
| 3M | -6.1% | -18.4% | +12.3% | +2.1% |
| 6M | +9.4% | -10.9% | +20.3% | +10.6% |
| YTD | +15.2% | +3.2% | +11.9% | +5.6% |
| 1Y | +32.8% | +3.1% | +29.6% | +21.7% |
| All | +92.5% | +112.7% | -20.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling