+226.6%
USL vs SPY
+306.4%
-79.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -9.0% | -0.6% | -8.4% | -8.9% |
| 30D | -5.2% | -3.7% | -1.5% | -3.7% |
| 3M | +10.5% | -2.7% | +13.2% | +11.5% |
| 6M | +7.3% | +2.2% | +5.1% | +5.5% |
| YTD | +68.1% | +10.8% | +57.3% | +57.9% |
| 1Y | +60.8% | +11.2% | +49.6% | +50.6% |
| 3Y | +51.0% | +76.5% | -25.5% | +8.8% |
| 5Y | +95.2% | +72.9% | +22.3% | +40.7% |
| All | +226.6% | +306.4% | -79.8% | +57.1% |
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