+448.3%
USAS vs SPY
+78.0%
+370.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +2.0% |
| 7D | +14.2% | +0.1% | +14.2% | +14.3% |
| 30D | -24.5% | -3.3% | -21.2% | -19.0% |
| 3M | -34.3% | -2.4% | -31.9% | -30.3% |
| 6M | -50.4% | +2.6% | -52.9% | -50.7% |
| YTD | -35.6% | +11.2% | -46.9% | -42.6% |
| 1Y | -15.4% | +13.4% | -28.8% | -26.0% |
| 3Y | +448.3% | +79.9% | +368.4% | +34.0% |
| All | +448.3% | +78.0% | +370.3% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling