+98.3%
USB vs SRE
+32.1%
+66.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +1.4% | -0.3% | +1.8% | +1.5% |
| 30D | -1.3% | -0.7% | -0.6% | -1.2% |
| 3M | +15.2% | -6.3% | +21.5% | +17.7% |
| 6M | +18.8% | -10.7% | +29.5% | +23.2% |
| YTD | +21.0% | -3.5% | +24.5% | +21.4% |
| 1Y | +34.0% | +5.3% | +28.7% | +29.2% |
| All | +98.3% | +32.1% | +66.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling