-66.0%
USIO vs SPY
+72.1%
-138.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -31.1% | +2.6% | -33.7% | -32.9% |
| 30D | -26.1% | -2.0% | -24.1% | -24.9% |
| 3M | -21.2% | -2.8% | -18.5% | -19.5% |
| 6M | +55.7% | +2.1% | +53.6% | +52.7% |
| YTD | +50.0% | +11.5% | +38.5% | +36.0% |
| 1Y | +43.7% | +13.5% | +30.2% | +28.1% |
| 3Y | +27.5% | +77.7% | -50.2% | -26.5% |
| All | -66.0% | +72.1% | -138.1% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling