-97.2%
USIO vs SPY
+855.5%
-952.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +3.2% |
| 30D | +3.1% | -5.4% | +8.5% | +7.1% |
| 3M | +28.1% | -4.1% | +32.2% | +31.8% |
| 6M | +119.3% | +0.7% | +118.6% | +118.9% |
| YTD | +117.6% | +8.7% | +109.0% | +106.7% |
| 1Y | +96.0% | +10.9% | +85.1% | +83.6% |
| 3Y | +56.6% | +75.0% | -18.4% | +8.8% |
| 5Y | -51.3% | +67.8% | -119.1% | -65.1% |
| 10Y | +53.4% | +312.9% | -259.5% | -39.6% |
| All | -97.2% | +855.5% | -952.7% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling