-56.1%
USAS vs SPY
+307.0%
-363.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.4% | -10.0% | -10.1% |
| 7D | -19.1% | +2.6% | -21.7% | -20.9% |
| 30D | -32.4% | -2.0% | -30.5% | -30.8% |
| 3M | -50.5% | -2.8% | -47.7% | -48.7% |
| 6M | -65.5% | +2.1% | -67.7% | -65.4% |
| YTD | -51.1% | +11.5% | -62.6% | -53.7% |
| 1Y | -38.6% | +13.5% | -52.0% | -42.5% |
| 3Y | +376.2% | +77.7% | +298.5% | +228.9% |
| 5Y | -8.3% | +72.6% | -80.9% | -36.4% |
| All | -56.1% | +307.0% | -363.2% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling