+91.5%
USB vs SRE
+18.5%
+73.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | 0.0% | -9.2% | +9.2% | +3.3% |
| 30D | +5.8% | -1.9% | +7.7% | +6.5% |
| 3M | -6.0% | -6.5% | +0.6% | -4.0% |
| 6M | +7.8% | -15.2% | +23.0% | +13.7% |
| YTD | +14.6% | -9.5% | +24.0% | +17.4% |
| 1Y | +31.8% | -13.2% | +45.0% | +37.1% |
| 3Y | +91.5% | +19.5% | +72.0% | +63.1% |
| All | +91.5% | +18.5% | +73.1% | +63.1% |
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 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