+22.0%
USB vs SRE
+43.0%
-21.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | 0.0% | -9.2% | +9.2% | +4.1% |
| 30D | +5.8% | -1.9% | +7.7% | +6.6% |
| 3M | -6.0% | -6.5% | +0.6% | -3.5% |
| 6M | +7.8% | -15.2% | +23.0% | +15.2% |
| YTD | +14.6% | -9.5% | +24.0% | +18.1% |
| 1Y | +31.8% | -13.2% | +45.0% | +38.4% |
| 3Y | +91.5% | +19.5% | +72.0% | +63.0% |
| All | +22.0% | +43.0% | -21.0% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling