+41.2%
USB vs SPYG
+85.0%
-43.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +0.4% | +1.1% | +1.2% |
| 30D | -1.3% | -0.4% | -0.9% | -1.1% |
| 3M | +15.2% | +0.5% | +14.7% | +14.4% |
| 6M | +18.8% | +17.5% | +1.4% | +6.7% |
| YTD | +21.0% | +14.3% | +6.7% | +10.4% |
| 1Y | +34.0% | +21.7% | +12.3% | +17.2% |
| 3Y | +95.3% | +98.6% | -3.3% | +23.8% |
| All | +41.2% | +85.0% | -43.9% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling