+72.2%
USEA vs SPY
+75.5%
-3.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -0.3% | -2.0% | +1.6% | +0.5% |
| 30D | +11.7% | -1.7% | +13.3% | +12.4% |
| 3M | +19.1% | +4.7% | +14.4% | +17.0% |
| 6M | +52.5% | +12.5% | +40.0% | +46.0% |
| YTD | +90.2% | +11.7% | +78.5% | +82.6% |
| 1Y | +99.6% | +17.5% | +82.1% | +89.5% |
| All | +72.2% | +75.5% | -3.2% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling