+567.5%
USB vs SPYG
+564.9%
+2.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | +1.4% | +0.4% | +1.1% | +1.2% |
| 30D | -1.3% | -0.4% | -0.9% | -1.0% |
| 3M | +15.2% | +0.5% | +14.7% | +13.9% |
| 6M | +18.8% | +17.5% | +1.4% | +3.3% |
| YTD | +21.0% | +14.3% | +6.7% | +7.4% |
| 1Y | +34.0% | +21.7% | +12.3% | +12.7% |
| 3Y | +95.3% | +98.6% | -3.3% | +8.8% |
| 5Y | +40.4% | +85.1% | -44.7% | -19.3% |
| 10Y | +107.3% | +412.0% | -304.7% | -49.7% |
| All | +567.5% | +564.9% | +2.6% | -3.4% |
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