+24.4%
USB vs SU
+222.7%
-198.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -0.5% | -4.3% | +3.7% | +0.5% |
| 30D | +5.7% | -6.2% | +11.9% | +7.1% |
| 3M | -4.7% | +9.7% | -14.4% | -7.6% |
| 6M | +13.4% | +7.3% | +6.1% | +10.1% |
| YTD | +17.0% | +58.7% | -41.7% | -0.5% |
| 1Y | +32.4% | +59.7% | -27.4% | +12.3% |
| 3Y | +101.7% | +129.2% | -27.6% | +49.3% |
| 5Y | +24.4% | +223.7% | -199.3% | -22.2% |
| All | +24.4% | +222.7% | -198.3% | -22.2% |
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 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