-58.9%
USAX vs SPY
+9.5%
-68.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.6% | -7.6% |
| 7D | -18.5% | -2.0% | -16.5% | -4.6% |
| 30D | -32.3% | -1.7% | -30.6% | -21.5% |
| 3M | -49.8% | +4.7% | -54.5% | -60.7% |
| 6M | -64.2% | +12.5% | -76.7% | -76.7% |
| All | -58.9% | +9.5% | -68.4% | -70.2% |
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 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