+190.3%
USAC vs SPY
+82.0%
+108.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +6.1% | +0.1% | +6.0% | +6.0% |
| 3M | -2.8% | +2.0% | -4.8% | -4.2% |
| 6M | +2.4% | +13.0% | -10.6% | -6.0% |
| YTD | +26.0% | +13.5% | +12.4% | +15.3% |
| 1Y | +24.6% | +20.0% | +4.6% | +9.6% |
| 3Y | +62.9% | +77.2% | -14.3% | +11.2% |
| All | +190.3% | +82.0% | +108.3% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling