-24.3%
USPH vs SPY
+81.0%
-105.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | -4.2% | -1.4% | -2.8% | -3.1% |
| 3M | +26.8% | +3.7% | +23.0% | +23.0% |
| 6M | -1.5% | +13.0% | -14.5% | -10.6% |
| YTD | +1.6% | +12.4% | -10.7% | -7.5% |
| 1Y | -5.3% | +18.5% | -23.8% | -17.3% |
| 3Y | -10.7% | +77.6% | -88.3% | -42.3% |
| 5Y | -24.3% | +81.7% | -105.9% | -52.6% |
| All | -24.3% | +81.0% | -105.2% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling