-58.1%
USAS vs SPY
+304.1%
-362.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -7.9% |
| 7D | +11.4% | -0.6% | +12.0% | +12.4% |
| 30D | -30.7% | -3.7% | -27.1% | -27.9% |
| 3M | -41.1% | -2.7% | -38.4% | -39.0% |
| 6M | -54.4% | +2.2% | -56.6% | -54.3% |
| YTD | -40.9% | +10.8% | -51.7% | -43.8% |
| 1Y | -29.3% | +11.2% | -40.5% | -32.6% |
| 3Y | +403.3% | +76.5% | +326.9% | +249.4% |
| 5Y | +15.0% | +72.9% | -57.9% | -20.3% |
| 10Y | -58.1% | +304.8% | -362.9% | -83.0% |
| All | -58.1% | +304.1% | -362.2% | -83.0% |
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 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