+493.2%
USB vs SPXU
-100.0%
+593.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | +0.2% |
| 7D | +1.4% | -0.1% | +1.6% | +1.5% |
| 30D | -1.3% | +0.8% | -2.1% | -0.9% |
| 3M | +15.2% | -4.7% | +19.9% | +13.9% |
| 6M | +18.8% | -29.6% | +48.4% | +5.9% |
| YTD | +21.0% | -29.9% | +50.9% | +8.2% |
| 1Y | +34.0% | -39.1% | +73.1% | +14.6% |
| 3Y | +95.3% | -80.0% | +175.3% | +23.4% |
| 5Y | +40.4% | -86.0% | +126.4% | -8.8% |
| 10Y | +107.3% | -99.5% | +206.8% | -45.2% |
| All | +493.2% | -100.0% | +593.2% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling