+117.6%
USL vs SPY
+81.8%
+35.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +13.8% | -0.9% | +14.7% | +14.0% |
| 3M | +2.1% | +3.9% | -1.8% | +1.1% |
| 6M | +24.1% | +14.5% | +9.6% | +19.5% |
| YTD | +64.3% | +12.9% | +51.3% | +58.7% |
| 1Y | +54.1% | +19.4% | +34.7% | +46.2% |
| 3Y | +38.3% | +78.5% | -40.1% | +14.5% |
| 5Y | +117.6% | +81.8% | +35.9% | +85.3% |
| All | +117.6% | +81.8% | +35.9% | +85.3% |
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