+338.4%
USLM vs SPY
+67.4%
+271.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +5.8% | -2.7% | +8.5% | +8.4% |
| 30D | +7.1% | -5.4% | +12.5% | +12.5% |
| 3M | +1.6% | -4.1% | +5.7% | +5.3% |
| 6M | +10.5% | +0.7% | +9.8% | +9.5% |
| YTD | -1.2% | +8.7% | -9.9% | -8.6% |
| 1Y | +3.6% | +10.9% | -7.3% | -5.8% |
| 3Y | +195.1% | +75.0% | +120.2% | +92.7% |
| All | +338.4% | +67.4% | +271.0% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling