+4,459.4%
USB vs SPY
+3,085.7%
+1,373.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +0.2% |
| 7D | +2.4% | -0.7% | +3.1% | +3.2% |
| 30D | +6.6% | -1.0% | +7.6% | +7.6% |
| 3M | -4.1% | -0.3% | -3.8% | -3.9% |
| 6M | +12.5% | +7.3% | +5.1% | +3.9% |
| YTD | +17.6% | +13.3% | +4.3% | +2.5% |
| 1Y | +36.5% | +14.8% | +21.7% | +17.3% |
| 3Y | +95.4% | +82.9% | +12.5% | +2.5% |
| 5Y | +26.1% | +75.6% | -49.5% | -31.2% |
| 10Y | +101.3% | +330.5% | -229.3% | -56.4% |
| All | +4,459.4% | +3,085.7% | +1,373.7% | +170.5% |
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