+70.8%
USOY vs SPY
+49.1%
+21.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.6% |
| 7D | +9.1% | -2.0% | +11.1% | +9.2% |
| 30D | +16.7% | -1.7% | +18.4% | +16.8% |
| 3M | +8.8% | +4.7% | +4.1% | +8.1% |
| 6M | +34.5% | +12.5% | +22.0% | +31.5% |
| YTD | +72.8% | +11.7% | +61.1% | +69.3% |
| 1Y | +62.4% | +17.5% | +44.9% | +56.1% |
| All | +70.8% | +49.1% | +21.7% | +44.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling