+160.0%
AUSF vs SPY
+198.0%
-38.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.8% | +0.5% | -1.3% | -1.2% |
| 30D | -0.9% | -0.9% | 0.0% | -0.2% |
| 3M | +5.7% | +3.9% | +1.9% | +2.2% |
| 6M | +5.7% | +14.5% | -8.9% | -6.0% |
| YTD | +13.0% | +12.9% | +0.1% | +1.6% |
| 1Y | +14.4% | +19.4% | -5.0% | -1.9% |
| 3Y | +70.3% | +78.5% | -8.2% | +2.0% |
| 5Y | +92.3% | +81.8% | +10.5% | +11.5% |
| All | +160.0% | +198.0% | -38.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling