+49.0%
USEP vs SPY
+81.8%
-32.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.4% | -0.9% | +1.3% | +0.7% |
| 3M | +2.4% | +3.9% | -1.4% | +0.8% |
| 6M | +7.3% | +14.5% | -7.2% | +1.4% |
| YTD | +6.9% | +12.9% | -6.0% | +1.5% |
| 1Y | +10.0% | +19.4% | -9.4% | +2.1% |
| 3Y | +40.6% | +78.5% | -37.8% | +10.8% |
| 5Y | +49.0% | +81.8% | -32.7% | +15.6% |
| All | +49.0% | +81.8% | -32.7% | +15.6% |
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 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