+204.0%
USL vs SPY
+312.5%
-108.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.5% | -0.4% | +3.8% | +3.6% |
| 30D | +9.0% | -1.4% | +10.4% | +9.6% |
| 3M | +4.8% | +3.7% | +1.1% | +2.7% |
| 6M | +26.5% | +13.0% | +13.5% | +18.2% |
| YTD | +65.9% | +12.4% | +53.5% | +55.2% |
| 1Y | +54.9% | +18.5% | +36.4% | +40.8% |
| 3Y | +39.7% | +77.6% | -37.9% | +0.3% |
| 5Y | +123.5% | +81.7% | +41.8% | +56.2% |
| 10Y | +204.0% | +319.7% | -115.6% | +21.4% |
| All | +204.0% | +312.5% | -108.5% | +21.4% |
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 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