+110.2%
USEA vs SPY
+112.6%
-2.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | +10.5% | +0.1% | +10.5% | +10.4% |
| 3M | +23.9% | +2.0% | +21.9% | +21.4% |
| 6M | +53.9% | +13.0% | +40.9% | +36.1% |
| YTD | +94.7% | +13.5% | +81.1% | +71.3% |
| 1Y | +113.1% | +20.0% | +93.2% | +78.0% |
| 3Y | +76.8% | +77.2% | -0.4% | -20.1% |
| All | +110.2% | +112.6% | -2.4% | -85.6% |
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 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