+92.2%
USCB vs SPY
+80.3%
+12.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | -10.5% | -5.4% | -5.1% | -8.1% |
| 3M | -10.9% | -4.1% | -6.8% | -9.2% |
| 6M | +9.8% | +0.7% | +9.1% | +9.1% |
| YTD | +8.8% | +8.7% | +0.1% | +4.0% |
| 1Y | +14.7% | +10.9% | +3.8% | +8.4% |
| 3Y | +93.1% | +75.0% | +18.1% | +55.5% |
| 5Y | +51.3% | +67.8% | -16.5% | +19.8% |
| All | +92.2% | +80.3% | +12.0% | +58.8% |
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