+23,836.0%
USNA vs SPY
+3,040.4%
+20,795.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -17.5% | +2.0% | -19.5% | -18.6% |
| 6M | -22.6% | +13.0% | -35.6% | -28.8% |
| YTD | -23.8% | +13.5% | -37.3% | -30.1% |
| 1Y | -52.9% | +20.0% | -72.9% | -58.3% |
| 3Y | -76.9% | +77.2% | -154.1% | -84.3% |
| 5Y | -84.9% | +81.9% | -166.7% | -90.1% |
| 10Y | -78.3% | +314.1% | -392.4% | -91.9% |
| All | +23,836.0% | +3,040.4% | +20,795.6% | +3,503.9% |
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