+93.4%
USPH vs SPY
+311.8%
-218.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.5% |
| 7D | +12.2% | -0.9% | +13.2% | +12.6% |
| 30D | +16.5% | -2.4% | +18.8% | +18.6% |
| 3M | +23.3% | -1.2% | +24.4% | +23.8% |
| 6M | +70.7% | +3.3% | +67.4% | +63.1% |
| YTD | +30.7% | +12.3% | +18.4% | +13.9% |
| 1Y | +38.0% | +12.4% | +25.6% | +20.2% |
| 3Y | +29.8% | +78.8% | -49.0% | -32.3% |
| 5Y | +8.5% | +75.2% | -66.7% | -43.1% |
| 10Y | +93.4% | +311.1% | -217.7% | -61.1% |
| All | +93.4% | +311.8% | -218.4% | -61.1% |
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