+105.4%
USEA vs SPY
+109.2%
-3.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.3% |
| 7D | -0.3% | -2.0% | +1.6% | +1.7% |
| 30D | +11.7% | -1.7% | +13.3% | +13.5% |
| 3M | +19.1% | +4.7% | +14.4% | +13.7% |
| 6M | +52.5% | +12.5% | +40.0% | +35.3% |
| YTD | +90.2% | +11.7% | +78.5% | +70.1% |
| 1Y | +99.6% | +17.5% | +82.1% | +70.2% |
| 3Y | +73.0% | +76.6% | -3.6% | -22.7% |
| All | +105.4% | +109.2% | -3.8% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling