+100.9%
USEA vs SPY
+18.1%
+82.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -1.6% | -0.8% | -0.9% | -0.8% |
| 30D | +11.6% | -1.1% | +12.6% | +12.8% |
| 3M | +19.0% | +3.9% | +15.2% | +14.1% |
| 6M | +56.5% | +13.6% | +42.9% | +37.1% |
| YTD | +91.5% | +12.7% | +78.8% | +69.6% |
| 1Y | +100.9% | +17.5% | +83.4% | +79.2% |
| All | +100.9% | +18.1% | +82.8% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling