-100.0%
USBC vs SPY
+729.3%
-829.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -9.8% | -2.7% | -7.1% | -8.9% |
| 30D | -31.5% | -5.4% | -26.1% | -30.2% |
| 3M | +5.7% | -4.1% | +9.8% | +7.3% |
| 6M | -5.1% | +0.7% | -5.8% | -4.8% |
| YTD | -41.3% | +8.7% | -49.9% | -42.1% |
| 1Y | -55.4% | +10.9% | -66.3% | -56.2% |
| 3Y | -97.0% | +75.0% | -172.0% | -97.3% |
| 5Y | -99.5% | +67.8% | -167.3% | -99.6% |
| 10Y | -99.4% | +312.9% | -412.2% | -99.5% |
| All | -100.0% | +729.3% | -829.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling