+603.3%
USAC vs SPY
+563.0%
+40.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | +6.1% | +0.1% | +6.0% | +6.0% |
| 3M | -2.8% | +2.0% | -4.8% | -5.0% |
| 6M | +2.4% | +13.0% | -10.6% | -10.2% |
| YTD | +26.0% | +13.5% | +12.4% | +9.9% |
| 1Y | +24.6% | +20.0% | +4.6% | +2.5% |
| 3Y | +62.9% | +77.2% | -14.3% | -11.3% |
| 5Y | +187.5% | +81.9% | +105.6% | +48.0% |
| 10Y | +413.2% | +314.1% | +99.2% | +6.0% |
| All | +603.3% | +563.0% | +40.4% | +1.3% |
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