+535.2%
USB vs SPYG
+508.1%
+27.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | +2.5% |
| 7D | -1.5% | -7.0% | +5.5% | +4.2% |
| 30D | +4.3% | -12.1% | +16.4% | +15.0% |
| 3M | -6.1% | -9.0% | +2.9% | +0.6% |
| 6M | +9.4% | -2.0% | +11.4% | +9.7% |
| YTD | +15.2% | +4.6% | +10.6% | +9.2% |
| 1Y | +32.8% | +4.4% | +28.3% | +25.7% |
| 3Y | +91.3% | +88.7% | +2.6% | +10.1% |
| 5Y | +22.7% | +61.8% | -39.2% | -21.6% |
| 10Y | +97.0% | +390.7% | -293.6% | -50.9% |
| All | +535.2% | +508.1% | +27.2% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling