+31.8%
USB vs SPXU
-21.6%
+53.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.7% |
| 7D | 0.0% | +7.6% | -7.6% | +1.8% |
| 30D | +5.8% | +17.5% | -11.7% | +10.0% |
| 3M | -6.0% | +14.7% | -20.6% | -2.6% |
| 6M | +7.8% | -0.1% | +7.8% | +8.4% |
| YTD | +14.6% | -19.8% | +34.4% | +9.2% |
| 1Y | +31.8% | -23.7% | +55.5% | +24.4% |
| All | +31.8% | -21.6% | +53.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling