+26.6%
USIO vs SPY
+311.8%
-285.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.7% | +1.3% | -26.1% | -25.6% |
| 7D | -27.0% | -0.9% | -26.1% | -26.8% |
| 30D | -20.1% | -2.4% | -17.7% | -18.9% |
| 3M | -1.8% | -1.2% | -0.6% | -1.2% |
| 6M | +75.2% | +3.3% | +71.9% | +71.5% |
| YTD | +61.0% | +12.3% | +48.7% | +49.1% |
| 1Y | +49.0% | +12.4% | +36.5% | +37.7% |
| 3Y | +25.1% | +78.8% | -53.7% | -14.8% |
| 5Y | -63.6% | +75.2% | -138.8% | -75.1% |
| 10Y | +26.6% | +311.1% | -284.5% | -30.0% |
| All | +26.6% | +311.8% | -285.2% | -30.0% |
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