+41.2%
USB vs SU
+337.7%
-296.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.4% | +3.6% | -2.1% | +0.5% |
| 30D | -1.3% | +7.9% | -9.2% | -3.4% |
| 3M | +15.2% | +3.5% | +11.7% | +13.7% |
| 6M | +18.8% | +19.0% | -0.1% | +11.7% |
| YTD | +21.0% | +55.0% | -33.9% | +4.4% |
| 1Y | +34.0% | +71.2% | -37.2% | +11.8% |
| 3Y | +95.3% | +117.4% | -22.1% | +48.4% |
| All | +41.2% | +337.7% | -296.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling