+130.1%
USMF vs SPY
+255.0%
-124.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.4% |
| 30D | -5.9% | -3.7% | -2.3% | -2.9% |
| 3M | -6.8% | -2.7% | -4.1% | -4.6% |
| 6M | -3.2% | +2.2% | -5.4% | -4.9% |
| YTD | -1.5% | +10.8% | -12.3% | -9.6% |
| 1Y | -0.8% | +11.2% | -12.0% | -9.3% |
| 3Y | +33.4% | +76.5% | -43.1% | -18.2% |
| 5Y | +30.4% | +72.9% | -42.5% | -19.2% |
| All | +130.1% | +255.0% | -124.9% | -20.0% |
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