+28.5%
USFR vs SPY
+435.5%
-407.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +3.3% | -3.2% | +0.1% |
| 30D | +0.4% | -2.7% | +3.1% | +0.4% |
| 3M | +1.0% | -1.7% | +2.8% | +1.0% |
| 6M | +2.0% | +3.1% | -1.1% | +2.0% |
| YTD | +3.4% | +11.9% | -8.4% | +3.4% |
| 1Y | +4.1% | +12.0% | -7.9% | +4.1% |
| 3Y | +14.4% | +78.2% | -63.8% | +14.2% |
| 5Y | +21.4% | +73.2% | -51.8% | +21.2% |
| 10Y | +28.5% | +309.6% | -281.1% | +27.5% |
| All | +28.5% | +435.5% | -407.0% | +27.7% |
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 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