+39.6%
USMV vs SPY
+81.0%
-41.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -1.5% | -0.4% | -1.2% | -1.3% |
| 30D | -1.4% | -1.4% | 0.0% | -0.6% |
| 3M | +4.4% | +3.7% | +0.7% | +2.0% |
| 6M | +3.7% | +13.0% | -9.3% | -3.9% |
| YTD | +6.4% | +12.4% | -6.0% | -1.2% |
| 1Y | +7.1% | +18.5% | -11.4% | -3.8% |
| 3Y | +39.9% | +77.6% | -37.7% | -4.9% |
| 5Y | +39.6% | +81.7% | -42.1% | -8.2% |
| All | +39.6% | +81.0% | -41.4% | -8.2% |
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