+105.2%
USCI vs SPY
+794.5%
-689.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -6.7% | -3.3% | -3.4% | -5.9% |
| 3M | +2.9% | -2.4% | +5.3% | +3.5% |
| 6M | +3.9% | +2.6% | +1.3% | +2.8% |
| YTD | +32.5% | +11.2% | +21.2% | +27.8% |
| 1Y | +31.8% | +13.4% | +18.4% | +26.3% |
| 3Y | +78.8% | +79.9% | -1.1% | +47.4% |
| 5Y | +133.4% | +72.2% | +61.3% | +93.4% |
| 10Y | +144.1% | +307.3% | -163.2% | +47.3% |
| All | +105.2% | +794.5% | -689.4% | -16.2% |
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 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