+106.8%
USEA vs SPY
+111.0%
-4.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -1.6% | -0.8% | -0.9% | -0.9% |
| 30D | +11.6% | -1.1% | +12.6% | +12.7% |
| 3M | +19.0% | +3.9% | +15.2% | +14.5% |
| 6M | +56.5% | +13.6% | +42.9% | +37.5% |
| YTD | +91.5% | +12.7% | +78.8% | +69.8% |
| 1Y | +100.9% | +17.5% | +83.4% | +71.3% |
| 3Y | +73.4% | +76.9% | -3.5% | -22.1% |
| All | +106.8% | +111.0% | -4.2% | -85.8% |
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