+89.2%
USB vs SU
+223.2%
-134.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.2% |
| 7D | +0.8% | -10.6% | +11.3% | +4.6% |
| 30D | +6.8% | -6.6% | +13.4% | +8.9% |
| 3M | -3.8% | +12.9% | -16.7% | -8.5% |
| 6M | +11.7% | +6.7% | +5.0% | +7.6% |
| YTD | +17.5% | +55.2% | -37.7% | -2.5% |
| 1Y | +33.8% | +61.5% | -27.8% | +9.2% |
| 3Y | +104.2% | +128.7% | -24.5% | +43.3% |
| 5Y | +26.4% | +210.8% | -184.4% | -24.6% |
| 10Y | +89.2% | +214.4% | -125.2% | +1.9% |
| All | +89.2% | +223.2% | -134.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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