+423.9%
USMV vs SPY
+721.6%
-297.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +4.6% | +2.0% | +2.6% | +3.0% |
| 6M | +4.3% | +13.0% | -8.7% | -4.8% |
| YTD | +7.8% | +13.5% | -5.7% | -2.0% |
| 1Y | +8.6% | +20.0% | -11.3% | -5.3% |
| 3Y | +41.2% | +77.2% | -36.0% | -9.1% |
| 5Y | +39.7% | +81.9% | -42.1% | -12.7% |
| 10Y | +160.9% | +314.1% | -153.2% | -13.1% |
| All | +423.9% | +721.6% | -297.6% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling