+194.2%
SPUS vs SPY
+153.2%
+41.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.1% | -1.1% |
| 7D | -7.3% | -4.7% | -2.6% | -2.6% |
| 30D | -9.3% | -5.9% | -3.4% | -3.5% |
| 3M | -5.3% | -4.5% | -0.8% | -0.7% |
| 6M | +1.9% | +1.8% | +0.1% | +0.4% |
| YTD | +9.0% | +8.3% | +0.7% | +1.0% |
| 1Y | +9.2% | +9.3% | -0.1% | +0.2% |
| 3Y | +80.8% | +74.9% | +6.0% | +5.3% |
| 5Y | +76.9% | +67.3% | +9.6% | +7.6% |
| All | +194.2% | +153.2% | +41.0% | +25.0% |
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