-84.6%
USAS vs SPY
+978.3%
-1,062.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.5% |
| 7D | +7.7% | -2.7% | +10.4% | +10.0% |
| 30D | -25.9% | -5.4% | -20.5% | -22.6% |
| 3M | -33.8% | -4.1% | -29.7% | -31.3% |
| 6M | -52.4% | +0.7% | -53.1% | -51.8% |
| YTD | -39.5% | +8.7% | -48.2% | -41.1% |
| 1Y | -16.5% | +10.9% | -27.4% | -19.4% |
| 3Y | +394.4% | +75.0% | +319.4% | +263.6% |
| 5Y | +34.3% | +67.8% | -33.4% | +0.7% |
| 10Y | -55.2% | +312.9% | -368.1% | -80.3% |
| All | -84.6% | +978.3% | -1,062.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling