+79.5%
USE vs SPY
+95.2%
-15.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +3.7% | -0.4% | +4.1% | +3.7% |
| 30D | +11.7% | -1.4% | +13.1% | +11.7% |
| 3M | +13.4% | +3.7% | +9.7% | +13.2% |
| 6M | +31.7% | +13.0% | +18.7% | +30.6% |
| YTD | +56.6% | +12.4% | +44.2% | +55.4% |
| 1Y | +29.2% | +18.5% | +10.7% | +26.7% |
| 3Y | +44.2% | +77.6% | -33.4% | +33.1% |
| All | +79.5% | +95.2% | -15.7% | +53.3% |
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