+64.7%
USIO vs SPY
+313.2%
-248.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +18.0% | +0.1% | +18.0% | +18.0% |
| 3M | +77.4% | +2.0% | +75.4% | +75.1% |
| 6M | +97.8% | +13.0% | +84.8% | +82.5% |
| YTD | +102.2% | +13.5% | +88.7% | +85.8% |
| 1Y | +93.7% | +20.0% | +73.7% | +71.4% |
| 3Y | +62.7% | +77.2% | -14.5% | +10.5% |
| 5Y | -56.3% | +81.9% | -138.2% | -70.8% |
| All | +64.7% | +313.2% | -248.5% | -37.9% |
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 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