+143.9%
USCI vs SPY
+304.1%
-160.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.6% | -0.6% | -3.1% | -3.6% |
| 30D | -7.4% | -3.7% | -3.8% | -6.6% |
| 3M | -0.8% | -2.7% | +1.9% | -0.2% |
| 6M | +3.1% | +2.2% | +0.9% | +2.2% |
| YTD | +31.4% | +10.8% | +20.6% | +27.4% |
| 1Y | +28.9% | +11.2% | +17.7% | +24.8% |
| 3Y | +77.3% | +76.5% | +0.8% | +49.6% |
| 5Y | +134.0% | +72.9% | +61.1% | +97.2% |
| 10Y | +143.9% | +304.8% | -160.9% | +61.9% |
| All | +143.9% | +304.1% | -160.2% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling