+92.5%
USB vs SPXU
-79.3%
+171.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.2% | -15.3% | +2.1% |
| 7D | -1.5% | +14.2% | -15.7% | +3.2% |
| 30D | +4.3% | +19.3% | -15.0% | +10.9% |
| 3M | -6.1% | +16.2% | -22.2% | -0.8% |
| 6M | +9.4% | -3.5% | +12.9% | +9.3% |
| YTD | +15.2% | -19.2% | +34.4% | +9.5% |
| 1Y | +32.8% | -20.7% | +53.4% | +26.0% |
| All | +92.5% | -79.3% | +171.8% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling