+52.9%
USOY vs SPY
+11.9%
+41.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.3% |
| 7D | -9.4% | -0.6% | -8.8% | -9.6% |
| 30D | -5.9% | -3.7% | -2.2% | -9.2% |
| 3M | +5.3% | -2.7% | +8.0% | +3.0% |
| 6M | -0.8% | +2.2% | -3.0% | +2.8% |
| YTD | +54.9% | +10.8% | +44.1% | +75.8% |
| 1Y | +52.9% | +11.2% | +41.7% | +73.5% |
| All | +52.9% | +11.9% | +41.0% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling