+83.6%
USB vs SU
+232.2%
-148.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -0.5% | -4.3% | +3.7% | +0.9% |
| 30D | +5.7% | -6.2% | +11.9% | +7.7% |
| 3M | -4.7% | +9.7% | -14.4% | -8.4% |
| 6M | +13.4% | +7.3% | +6.1% | +9.0% |
| YTD | +17.0% | +58.7% | -41.7% | -3.7% |
| 1Y | +32.4% | +59.7% | -27.4% | +8.6% |
| 3Y | +101.7% | +129.2% | -27.6% | +41.3% |
| 5Y | +24.4% | +223.7% | -199.3% | -27.0% |
| 10Y | +83.6% | +235.9% | -152.3% | -3.2% |
| All | +83.6% | +232.2% | -148.6% | -3.2% |
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