-99.5%
USBC vs SPY
+67.4%
-166.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | -9.8% | -2.7% | -7.1% | -6.7% |
| 30D | -31.5% | -5.4% | -26.1% | -27.1% |
| 3M | +5.7% | -4.1% | +9.8% | +11.2% |
| 6M | -5.1% | +0.7% | -5.8% | -4.3% |
| YTD | -41.3% | +8.7% | -49.9% | -44.4% |
| 1Y | -55.4% | +10.9% | -66.3% | -58.3% |
| 3Y | -97.0% | +75.0% | -172.0% | -97.9% |
| All | -99.5% | +67.4% | -166.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling