+211.4%
SPUS vs SPY
+164.8%
+46.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | -0.4% |
| 7D | -2.4% | -0.7% | -1.7% | -1.7% |
| 30D | -3.5% | -1.0% | -2.5% | -2.4% |
| 3M | +0.2% | -0.3% | +0.6% | +0.6% |
| 6M | +9.1% | +7.3% | +1.8% | +1.8% |
| YTD | +15.4% | +13.3% | +2.1% | +2.1% |
| 1Y | +15.8% | +14.8% | +1.0% | +1.1% |
| 3Y | +91.4% | +82.9% | +8.5% | +6.5% |
| 5Y | +87.3% | +75.6% | +11.7% | +8.5% |
| All | +211.4% | +164.8% | +46.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling