+107.8%
USG vs SPY
+76.7%
+31.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -3.6% | -1.1% | -2.6% | -3.5% |
| 3M | -0.5% | +3.9% | -4.3% | -0.8% |
| 6M | -18.6% | +13.6% | -32.2% | -19.3% |
| YTD | -3.3% | +12.7% | -16.0% | -4.1% |
| 1Y | +12.0% | +17.5% | -5.5% | +10.9% |
| 3Y | +97.0% | +76.9% | +20.1% | +93.8% |
| All | +107.8% | +76.7% | +31.1% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling