+22.0%
USB vs SPXU
-81.8%
+103.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.7% |
| 7D | 0.0% | +7.6% | -7.6% | +2.7% |
| 30D | +5.8% | +17.5% | -11.7% | +11.9% |
| 3M | -6.0% | +14.7% | -20.6% | -1.1% |
| 6M | +7.8% | -0.1% | +7.8% | +9.1% |
| YTD | +14.6% | -19.8% | +34.4% | +9.1% |
| 1Y | +31.8% | -23.7% | +55.5% | +23.9% |
| 3Y | +91.5% | -79.5% | +171.0% | +29.5% |
| All | +22.0% | -81.8% | +103.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling