+96.6%
USB vs STT
+177.9%
-81.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | +6.6% | -1.7% | +8.2% | +7.8% |
| 3M | -4.1% | -6.4% | +2.3% | +0.3% |
| 6M | +12.5% | +17.7% | -5.2% | -1.2% |
| YTD | +17.6% | +36.9% | -19.2% | -8.9% |
| 1Y | +36.5% | +52.0% | -15.5% | -2.9% |
| All | +96.6% | +177.9% | -81.3% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling