+83.7%
USCI vs SPY
+78.7%
+5.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +9.3% | -0.9% | +10.2% | +9.4% |
| 3M | +12.5% | +3.9% | +8.6% | +11.8% |
| 6M | +20.7% | +14.5% | +6.2% | +17.8% |
| YTD | +40.6% | +12.9% | +27.7% | +37.7% |
| 1Y | +42.6% | +19.4% | +23.2% | +37.9% |
| 3Y | +83.7% | +78.5% | +5.3% | +67.2% |
| All | +83.7% | +78.7% | +5.0% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling