+243.6%
USMC vs SPY
+240.7%
+2.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -1.8% | -2.0% | +0.2% | 0.0% |
| 30D | -0.4% | -1.7% | +1.3% | +1.2% |
| 3M | +6.0% | +4.7% | +1.3% | +1.5% |
| 6M | +13.3% | +12.5% | +0.8% | +1.6% |
| YTD | +11.1% | +11.7% | -0.6% | +0.2% |
| 1Y | +14.2% | +17.5% | -3.3% | -1.6% |
| 3Y | +75.2% | +76.6% | -1.4% | +3.7% |
| 5Y | +93.9% | +82.0% | +11.8% | +11.2% |
| All | +243.6% | +240.7% | +2.9% | +14.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling