+110.2%
USAS vs SPY
+82.0%
+28.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +11.4% | +0.1% | +11.4% | +11.6% |
| 3M | -7.9% | +2.0% | -9.9% | -8.8% |
| 6M | -43.5% | +13.0% | -56.5% | -49.4% |
| YTD | +4.9% | +13.5% | -8.7% | -6.1% |
| 1Y | +100.0% | +20.0% | +80.0% | +71.1% |
| 3Y | +436.0% | +77.2% | +358.8% | +228.1% |
| All | +110.2% | +82.0% | +28.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling