+878.5%
USLM vs SPY
+315.0%
+563.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.5% |
| 7D | +1.0% | +0.1% | +1.0% | +0.9% |
| 30D | +10.7% | -3.3% | +14.1% | +14.2% |
| 3M | +0.2% | -2.4% | +2.6% | +2.3% |
| 6M | +9.4% | +2.6% | +6.8% | +6.5% |
| YTD | +0.6% | +11.2% | -10.7% | -9.4% |
| 1Y | +4.1% | +13.4% | -9.3% | -7.8% |
| 3Y | +208.6% | +79.9% | +128.7% | +81.3% |
| 5Y | +350.9% | +72.2% | +278.7% | +173.0% |
| 10Y | +878.5% | +307.3% | +571.2% | +179.7% |
| All | +878.5% | +315.0% | +563.5% | +179.7% |
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