+48.0%
USDU vs SPY
+430.1%
-382.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | -0.6% | -1.1% | +0.4% | -0.7% |
| 3M | -0.3% | +3.9% | -4.1% | -0.1% |
| 6M | +0.9% | +13.6% | -12.7% | +1.4% |
| YTD | +1.9% | +12.7% | -10.8% | +2.4% |
| 1Y | +4.0% | +17.5% | -13.5% | +4.7% |
| 3Y | +11.7% | +76.9% | -65.2% | +14.2% |
| 5Y | +27.9% | +83.6% | -55.7% | +31.6% |
| 10Y | +30.7% | +320.7% | -290.0% | +33.0% |
| All | +48.0% | +430.1% | -382.1% | +50.0% |
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