+636.1%
USB vs SRE
+1,525.5%
-889.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.1% |
| 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% | +18.5% |
| 6M | +18.8% | -10.7% | +29.5% | +24.8% |
| YTD | +21.0% | -3.5% | +24.5% | +21.9% |
| 1Y | +34.0% | +5.3% | +28.7% | +28.8% |
| 3Y | +95.3% | +31.8% | +63.5% | +64.0% |
| 5Y | +40.4% | +47.4% | -7.0% | +10.6% |
| 10Y | +107.3% | +120.6% | -13.2% | +31.2% |
| All | +636.1% | +1,525.5% | -889.4% | +88.1% |
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 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