+21,084.0%
USNA vs SPY
+2,983.5%
+18,100.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | -2.9% | +2.6% | -5.5% | -4.6% |
| 30D | -13.3% | -2.0% | -11.3% | -12.2% |
| 3M | -2.9% | -2.8% | -0.1% | -1.1% |
| 6M | -24.8% | +2.1% | -27.0% | -26.0% |
| YTD | -32.6% | +11.5% | -44.0% | -37.5% |
| 1Y | -31.6% | +13.5% | -45.1% | -37.4% |
| 3Y | -70.3% | +77.7% | -148.0% | -79.9% |
| 5Y | -86.9% | +72.6% | -159.5% | -91.1% |
| 10Y | -79.1% | +308.2% | -387.3% | -92.1% |
| All | +21,084.0% | +2,983.5% | +18,100.5% | +3,124.8% |
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