+180.9%
USLM vs SPY
+78.1%
+102.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -5.9% | +2.6% | -8.5% | -8.7% |
| 30D | +6.0% | -2.0% | +8.0% | +8.2% |
| 3M | -5.3% | -2.8% | -2.5% | -2.3% |
| 6M | +1.8% | +2.1% | -0.4% | -1.3% |
| YTD | -7.0% | +11.5% | -18.5% | -19.2% |
| 1Y | -6.1% | +13.5% | -19.6% | -20.1% |
| 3Y | +180.9% | +77.7% | +103.2% | +45.7% |
| All | +180.9% | +78.1% | +102.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling