+600.5%
USB vs SRE
+1,457.1%
-856.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -0.3% |
| 7D | -1.5% | -7.1% | +5.6% | +2.0% |
| 30D | +4.3% | -0.2% | +4.5% | +4.3% |
| 3M | -6.1% | -4.9% | -1.2% | -4.1% |
| 6M | +9.4% | -14.1% | +23.5% | +17.1% |
| YTD | +15.2% | -7.5% | +22.7% | +18.2% |
| 1Y | +32.8% | -11.0% | +43.7% | +38.6% |
| 3Y | +91.3% | +21.2% | +70.1% | +67.2% |
| 5Y | +22.7% | +46.6% | -24.0% | -3.2% |
| 10Y | +97.0% | +114.4% | -17.3% | +26.6% |
| All | +600.5% | +1,457.1% | -856.5% | +82.5% |
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 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