+896.7%
USLM vs SPY
+311.3%
+585.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.0% |
| 7D | +1.9% | +0.5% | +1.3% | +1.3% |
| 30D | -2.3% | -0.9% | -1.4% | -1.5% |
| 3M | +11.0% | +3.9% | +7.1% | +6.9% |
| 6M | -0.1% | +14.5% | -14.6% | -12.5% |
| YTD | -2.0% | +12.9% | -14.9% | -12.7% |
| 1Y | -4.2% | +19.4% | -23.6% | -19.0% |
| 3Y | +177.5% | +78.5% | +99.1% | +64.9% |
| 5Y | +325.4% | +81.8% | +243.7% | +145.6% |
| 10Y | +896.7% | +311.5% | +585.2% | +193.0% |
| All | +896.7% | +311.3% | +585.4% | +193.0% |
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