+4.0%
USL vs SPY
+631.4%
-627.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +13.7% | +0.1% | +13.6% | +13.6% |
| 3M | 0.0% | +2.0% | -2.0% | -1.5% |
| 6M | +32.1% | +13.0% | +19.1% | +22.0% |
| YTD | +60.5% | +13.5% | +47.0% | +47.7% |
| 1Y | +49.1% | +20.0% | +29.1% | +32.7% |
| 3Y | +37.4% | +77.2% | -39.8% | -4.3% |
| 5Y | +111.9% | +81.9% | +30.0% | +42.5% |
| 10Y | +204.9% | +314.1% | -109.2% | +21.0% |
| All | +4.0% | +631.4% | -627.4% | -74.6% |
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