+107.5%
USIG vs SPY
+663.8%
-556.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +0.5% | -2.0% | +2.5% | +0.6% |
| 3M | -1.8% | -2.8% | +1.0% | -1.7% |
| 6M | -1.9% | +2.1% | -4.0% | -2.0% |
| YTD | -1.7% | +11.5% | -13.2% | -2.1% |
| 1Y | -1.1% | +13.5% | -14.6% | -1.6% |
| 3Y | +16.9% | +77.7% | -60.8% | +14.4% |
| 5Y | 0.0% | +72.6% | -72.6% | -2.2% |
| 10Y | +27.7% | +308.2% | -280.5% | +24.5% |
| All | +107.5% | +663.8% | -556.3% | +96.9% |
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