+304.7%
SPOT vs USB
+67.2%
+237.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +17.6% | +5.8% | +11.7% | +16.0% |
| 3M | +26.9% | -6.0% | +32.9% | +28.7% |
| 6M | +41.8% | +7.8% | +34.0% | +38.9% |
| YTD | +3.8% | +14.6% | -10.8% | 0.0% |
| 1Y | -2.5% | +31.8% | -34.2% | -9.3% |
| 3Y | +260.6% | +91.5% | +169.0% | +200.8% |
| 5Y | +108.6% | +22.0% | +86.6% | +91.7% |
| All | +304.7% | +67.2% | +237.5% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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