-100.0%
USBC vs SPY
+766.5%
-866.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +16.7% | +0.1% | +16.6% | +16.6% |
| 30D | +36.1% | +0.1% | +36.1% | +36.1% |
| 3M | +58.1% | +2.0% | +56.1% | +57.3% |
| 6M | +25.6% | +13.0% | +12.6% | +21.9% |
| YTD | -22.2% | +13.5% | -35.8% | -24.5% |
| 1Y | -33.8% | +20.0% | -53.7% | -36.4% |
| 3Y | -98.3% | +77.2% | -175.5% | -98.5% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.6% |
| 10Y | -98.6% | +314.1% | -412.7% | -98.9% |
| All | -100.0% | +766.5% | -866.5% | -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