+394.4%
USAS vs SPY
+75.1%
+319.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.2% |
| 7D | +7.7% | -2.7% | +10.4% | +13.4% |
| 30D | -25.9% | -5.4% | -20.5% | -17.3% |
| 3M | -33.8% | -4.1% | -29.7% | -27.5% |
| 6M | -52.4% | +0.7% | -53.1% | -51.0% |
| YTD | -39.5% | +8.7% | -48.2% | -43.8% |
| 1Y | -16.5% | +10.9% | -27.4% | -23.8% |
| 3Y | +394.4% | +75.0% | +319.4% | +29.8% |
| All | +394.4% | +75.1% | +319.3% | +29.8% |
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