+28.1%
USIO vs SPY
+78.7%
-50.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.1% |
| 7D | -30.0% | +3.3% | -33.3% | -32.0% |
| 30D | -23.2% | -2.7% | -20.5% | -21.7% |
| 3M | -13.9% | -1.7% | -12.1% | -12.8% |
| 6M | +60.2% | +3.1% | +57.1% | +56.6% |
| YTD | +50.7% | +11.9% | +38.8% | +38.7% |
| 1Y | +43.4% | +12.0% | +31.4% | +31.7% |
| All | +28.1% | +78.7% | -50.6% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling