+7,985.7%
USB vs SU
+61,520.6%
-53,534.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | 0.0% | -13.4% | +13.4% | 0.0% |
| 30D | +5.8% | +0.9% | +5.0% | +5.8% |
| 3M | -6.0% | +12.8% | -18.7% | -6.0% |
| 6M | +7.8% | +8.3% | -0.5% | +7.8% |
| YTD | +14.6% | +58.2% | -43.6% | +14.5% |
| 1Y | +31.8% | +67.1% | -35.4% | +31.7% |
| 3Y | +91.5% | +125.6% | -34.1% | +91.4% |
| 5Y | +22.0% | +213.6% | -191.6% | +21.9% |
| 10Y | +96.1% | +234.7% | -138.6% | +95.8% |
| All | +7,985.7% | +61,520.6% | -53,534.8% | +7,821.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling