+84.9%
USB vs SU
+218.9%
-134.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | -10.2% | +11.6% | +5.2% |
| 30D | +6.4% | -6.2% | +12.6% | +8.4% |
| 3M | -4.5% | +8.7% | -13.2% | -7.9% |
| 6M | +11.4% | +7.2% | +4.1% | +7.1% |
| YTD | +17.1% | +55.9% | -38.8% | -3.0% |
| 1Y | +32.6% | +60.4% | -27.8% | +8.6% |
| 3Y | +101.8% | +125.2% | -23.3% | +42.4% |
| 5Y | +25.1% | +216.7% | -191.6% | -26.0% |
| 10Y | +84.9% | +223.9% | -139.0% | -1.4% |
| All | +84.9% | +218.9% | -134.1% | -1.4% |
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