+207.6%
USAI vs SPY
+227.7%
-20.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -0.9% | -0.8% | -0.2% | -0.3% |
| 30D | +1.6% | -1.1% | +2.6% | +2.4% |
| 3M | +4.5% | +3.9% | +0.7% | +0.9% |
| 6M | +4.9% | +13.6% | -8.7% | -6.7% |
| YTD | +27.7% | +12.7% | +15.1% | +14.2% |
| 1Y | +26.6% | +17.5% | +9.1% | +8.9% |
| 3Y | +98.2% | +76.9% | +21.3% | +16.9% |
| 5Y | +162.8% | +83.6% | +79.2% | +47.4% |
| All | +207.6% | +227.7% | -20.0% | +10.0% |
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