+35.2%
USL vs SPY
+79.7%
-44.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +13.7% | +0.1% | +13.6% | +13.7% |
| 3M | 0.0% | +2.0% | -2.0% | -0.2% |
| 6M | +32.1% | +13.0% | +19.1% | +29.9% |
| YTD | +60.5% | +13.5% | +47.0% | +57.5% |
| 1Y | +49.1% | +20.0% | +29.1% | +43.9% |
| All | +35.2% | +79.7% | -44.5% | +23.9% |
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