+809.0%
USLM vs SPY
+308.5%
+500.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -4.3% | +3.3% | -7.6% | -7.3% |
| 30D | +7.4% | -2.7% | +10.0% | +10.0% |
| 3M | -4.2% | -1.7% | -2.4% | -2.8% |
| 6M | +4.5% | +3.1% | +1.4% | +1.2% |
| YTD | -4.4% | +11.9% | -16.3% | -14.4% |
| 1Y | -6.4% | +12.0% | -18.4% | -16.2% |
| 3Y | +191.4% | +78.2% | +113.2% | +72.6% |
| 5Y | +325.0% | +73.2% | +251.7% | +155.7% |
| All | +809.0% | +308.5% | +500.5% | +156.8% |
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