+615.6%
USB vs SRE
+1,516.9%
-901.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.3% |
| 7D | +2.4% | -2.1% | +4.5% | +3.4% |
| 30D | +6.6% | +6.1% | +0.5% | +3.5% |
| 3M | -4.1% | -3.5% | -0.6% | -2.8% |
| 6M | +12.5% | -10.8% | +23.3% | +18.2% |
| YTD | +17.6% | -4.0% | +21.6% | +18.6% |
| 1Y | +36.5% | -7.7% | +44.2% | +40.1% |
| 3Y | +95.4% | +25.9% | +69.5% | +67.7% |
| 5Y | +26.1% | +52.3% | -26.1% | -2.3% |
| 10Y | +101.3% | +122.6% | -21.3% | +27.0% |
| All | +615.6% | +1,516.9% | -901.4% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling