+92.0%
USG vs SPY
+76.1%
+15.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -3.8% | -2.4% | -1.5% | -3.6% |
| 3M | -10.5% | -1.2% | -9.4% | -10.4% |
| 6M | -18.0% | +3.3% | -21.3% | -18.2% |
| YTD | -10.6% | +12.3% | -22.9% | -11.4% |
| 1Y | -6.7% | +12.4% | -19.1% | -7.4% |
| 3Y | +79.4% | +78.8% | +0.6% | +76.5% |
| 5Y | +84.2% | +75.2% | +9.0% | +80.4% |
| All | +92.0% | +76.1% | +15.9% | +88.1% |
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