+98.3%
USB vs SYY
+24.3%
+74.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | -1.3% | -4.9% | +3.6% | +0.4% |
| 3M | +15.2% | +8.4% | +6.9% | +11.8% |
| 6M | +18.8% | -7.4% | +26.2% | +21.5% |
| YTD | +21.0% | +11.0% | +10.0% | +13.3% |
| 1Y | +34.0% | -0.2% | +34.2% | +32.2% |
| All | +98.3% | +24.3% | +74.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling