+41.2%
USPH vs SPY
+318.9%
-277.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | -1.2% | -2.0% | +0.8% | +0.9% |
| 30D | -4.3% | -1.7% | -2.6% | -2.6% |
| 3M | +24.4% | +4.7% | +19.7% | +18.2% |
| 6M | -1.0% | +12.5% | -13.5% | -13.0% |
| YTD | +1.4% | +11.7% | -10.3% | -10.4% |
| 1Y | -1.6% | +17.5% | -19.1% | -17.6% |
| 3Y | -10.8% | +76.6% | -87.4% | -52.5% |
| 5Y | -24.4% | +82.0% | -106.5% | -62.0% |
| All | +41.2% | +318.9% | -277.7% | -71.3% |
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