+449.7%
USAS vs SPY
+77.4%
+372.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +11.4% | +0.1% | +11.4% | +11.7% |
| 3M | -7.9% | +2.0% | -9.9% | -9.4% |
| 6M | -43.5% | +13.0% | -56.5% | -51.9% |
| YTD | +4.9% | +13.5% | -8.7% | -10.8% |
| 1Y | +100.0% | +20.0% | +80.0% | +60.1% |
| All | +449.7% | +77.4% | +372.4% | +148.2% |
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