+57.8%
USOY vs SPY
+48.8%
+8.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.0% | +2.6% | -3.6% | -0.9% |
| 30D | -5.8% | -2.0% | -3.8% | -5.8% |
| 3M | +9.6% | -2.8% | +12.4% | +9.7% |
| 6M | -2.0% | +2.1% | -4.1% | -2.3% |
| YTD | +59.6% | +11.5% | +48.1% | +56.3% |
| 1Y | +60.3% | +13.5% | +46.9% | +56.0% |
| All | +57.8% | +48.8% | +8.9% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling