+26.1%
USB vs STT
+103.1%
-77.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.5% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +6.6% | -1.7% | +8.2% | +7.6% |
| 3M | -4.1% | -6.4% | +2.3% | 0.0% |
| 6M | +12.5% | +17.7% | -5.2% | +0.3% |
| YTD | +17.6% | +36.9% | -19.2% | -5.8% |
| 1Y | +36.5% | +52.0% | -15.5% | +1.8% |
| 3Y | +95.4% | +178.6% | -83.2% | -2.4% |
| 5Y | +26.1% | +109.1% | -82.9% | -26.3% |
| All | +26.1% | +103.1% | -77.0% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling