+28.7%
USPH vs SPY
+78.4%
-49.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +17.1% | -0.6% | +17.7% | +17.1% |
| 30D | +17.2% | -3.7% | +20.9% | +20.1% |
| 3M | +22.1% | -2.7% | +24.9% | +24.1% |
| 6M | +69.6% | +2.2% | +67.4% | +64.8% |
| YTD | +29.5% | +10.8% | +18.7% | +17.1% |
| 1Y | +38.9% | +11.2% | +27.6% | +25.1% |
| 3Y | +28.7% | +76.5% | -47.8% | -37.1% |
| All | +28.7% | +78.4% | -49.6% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling