+108.7%
USB vs STT
+267.1%
-158.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +1.4% | +0.5% | +1.0% | +1.1% |
| 30D | -1.3% | +3.9% | -5.2% | -3.8% |
| 3M | +15.2% | +20.0% | -4.7% | +1.8% |
| 6M | +18.8% | +55.3% | -36.5% | -11.9% |
| YTD | +21.0% | +53.3% | -32.3% | -9.9% |
| 1Y | +34.0% | +74.7% | -40.7% | -8.8% |
| 3Y | +95.3% | +205.8% | -110.5% | -8.2% |
| 5Y | +40.4% | +145.0% | -104.6% | -26.5% |
| All | +108.7% | +267.1% | -158.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling