+89.2%
USB vs SPYG
+401.0%
-311.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +0.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.6% |
| 30D | +6.8% | -8.4% | +15.2% | +13.4% |
| 3M | -3.8% | -6.2% | +2.5% | +0.4% |
| 6M | +11.7% | -1.8% | +13.5% | +11.8% |
| YTD | +17.5% | +8.4% | +9.1% | +8.8% |
| 1Y | +33.8% | +10.1% | +23.7% | +22.2% |
| 3Y | +104.2% | +94.9% | +9.3% | +17.6% |
| 5Y | +26.4% | +68.5% | -42.0% | -19.3% |
| 10Y | +89.2% | +392.2% | -303.0% | -49.1% |
| All | +89.2% | +401.0% | -311.8% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling