+65.1%
USIO vs SPY
+315.0%
-250.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.1% |
| 7D | +8.5% | +0.1% | +8.4% | +8.4% |
| 30D | +10.4% | -3.3% | +13.8% | +13.1% |
| 3M | +32.3% | -2.4% | +34.7% | +34.7% |
| 6M | +139.8% | +2.6% | +137.3% | +136.6% |
| YTD | +125.7% | +11.2% | +114.5% | +110.9% |
| 1Y | +110.3% | +13.4% | +96.9% | +93.8% |
| 3Y | +75.4% | +79.9% | -4.5% | +19.2% |
| 5Y | -48.5% | +72.2% | -120.7% | -64.2% |
| 10Y | +65.1% | +307.3% | -242.3% | -14.7% |
| All | +65.1% | +315.0% | -250.0% | -14.7% |
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