+92.4%
USG vs SPY
+71.5%
+20.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -1.2% | -3.3% | +2.1% | -0.9% |
| 3M | -6.8% | -2.4% | -4.3% | -6.5% |
| 6M | -14.8% | +2.6% | -17.4% | -15.0% |
| YTD | -7.7% | +11.2% | -18.9% | -8.3% |
| 1Y | -1.1% | +13.4% | -14.5% | -1.9% |
| 3Y | +83.0% | +79.9% | +3.1% | +80.4% |
| 5Y | +92.4% | +72.2% | +20.2% | +88.3% |
| All | +92.4% | +71.5% | +20.9% | +88.3% |
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