+31.8%
USB vs SRE
-12.9%
+44.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | 0.0% | -9.2% | +9.2% | +1.2% |
| 30D | +5.8% | -1.9% | +7.7% | +6.2% |
| 3M | -6.0% | -6.5% | +0.6% | -5.2% |
| 6M | +7.8% | -15.2% | +23.0% | +9.0% |
| YTD | +14.6% | -9.5% | +24.0% | +16.3% |
| 1Y | +31.8% | -13.2% | +45.0% | +33.1% |
| All | +31.8% | -12.9% | +44.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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