+132.6%
USMF vs SPY
+257.1%
-124.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +3.9% | +2.6% | +1.3% | +1.8% |
| 30D | -3.3% | -2.0% | -1.3% | -1.6% |
| 3M | -6.5% | -2.8% | -3.8% | -4.3% |
| 6M | -2.0% | +2.1% | -4.1% | -3.6% |
| YTD | -0.4% | +11.5% | -11.9% | -9.0% |
| 1Y | +0.5% | +13.5% | -13.0% | -9.5% |
| 3Y | +34.8% | +77.7% | -42.9% | -17.8% |
| 5Y | +31.0% | +72.6% | -41.6% | -18.7% |
| All | +132.6% | +257.1% | -124.5% | -19.5% |
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