+88.6%
USPH vs SPY
+307.0%
-218.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +0.1% | +2.6% | -2.5% | -2.5% |
| 30D | +17.3% | -2.0% | +19.3% | +18.9% |
| 3M | +21.1% | -2.8% | +23.8% | +23.7% |
| 6M | +67.8% | +2.1% | +65.7% | +62.2% |
| YTD | +30.0% | +11.5% | +18.5% | +14.2% |
| 1Y | +43.5% | +13.5% | +30.0% | +23.7% |
| 3Y | +29.3% | +77.7% | -48.4% | -32.2% |
| 5Y | +10.0% | +72.6% | -62.6% | -41.3% |
| All | +88.6% | +307.0% | -218.4% | -61.8% |
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