+83.7%
USB vs SPYG
+392.5%
-308.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | +1.4% | -1.9% | +3.4% | +2.8% |
| 30D | +6.4% | -9.2% | +15.6% | +13.7% |
| 3M | -4.5% | -6.8% | +2.3% | +0.1% |
| 6M | +11.4% | -2.6% | +14.0% | +12.2% |
| YTD | +17.1% | +7.5% | +9.6% | +9.1% |
| 1Y | +32.6% | +6.7% | +25.9% | +24.1% |
| 3Y | +101.8% | +90.1% | +11.8% | +18.4% |
| 5Y | +25.1% | +69.2% | -44.1% | -20.6% |
| All | +83.7% | +392.5% | -308.8% | -51.6% |
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