-55.4%
USBC vs SPY
+11.8%
-67.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -4.3% |
| 7D | +2.8% | +3.3% | -0.5% | -4.3% |
| 30D | -26.0% | -2.7% | -23.3% | -20.2% |
| 3M | +2.8% | -1.7% | +4.5% | +8.9% |
| 6M | -47.1% | +3.1% | -50.2% | -49.8% |
| YTD | -41.3% | +11.9% | -53.2% | -53.9% |
| 1Y | -55.4% | +12.0% | -67.4% | -64.9% |
| All | -55.4% | +11.8% | -67.2% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling