-99.3%
USBC vs SPY
+315.0%
-414.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.6% |
| 7D | -9.5% | +0.1% | -9.6% | -9.2% |
| 30D | -25.5% | -3.3% | -22.2% | -24.0% |
| 3M | +11.8% | -2.4% | +14.2% | +13.6% |
| 6M | -13.6% | +2.6% | -16.2% | -13.9% |
| YTD | -39.7% | +11.2% | -50.9% | -41.7% |
| 1Y | -54.2% | +13.4% | -67.6% | -56.0% |
| 3Y | -97.2% | +79.9% | -177.1% | -97.6% |
| 5Y | -99.5% | +72.2% | -171.7% | -99.6% |
| 10Y | -99.3% | +307.3% | -406.6% | -98.7% |
| All | -99.3% | +315.0% | -414.3% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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