+79.8%
USB vs SYY
+86.6%
-6.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.5% |
| 30D | +6.3% | -3.5% | +9.8% | +7.8% |
| 3M | -6.1% | -9.3% | +3.2% | -1.9% |
| 6M | +13.0% | +5.9% | +7.1% | +8.6% |
| YTD | +16.6% | +6.5% | +10.1% | +9.6% |
| 1Y | +31.1% | +4.0% | +27.1% | +24.7% |
| 3Y | +100.9% | +23.0% | +77.9% | +72.1% |
| 5Y | +24.5% | +14.3% | +10.2% | +9.3% |
| All | +79.8% | +86.6% | -6.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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