+5,306.0%
USPH vs SPY
+3,045.4%
+2,260.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +1.4% | +3.3% | -1.9% | -1.1% |
| 30D | +15.4% | -2.7% | +18.1% | +17.3% |
| 3M | +21.0% | -1.7% | +22.8% | +22.1% |
| 6M | +64.2% | +3.1% | +61.1% | +59.2% |
| YTD | +28.7% | +11.9% | +16.8% | +17.0% |
| 1Y | +39.5% | +12.0% | +27.5% | +26.7% |
| 3Y | +27.9% | +78.2% | -50.3% | -18.7% |
| 5Y | +8.9% | +73.2% | -64.3% | -30.0% |
| 10Y | +90.5% | +309.6% | -219.2% | -30.6% |
| All | +5,306.0% | +3,045.4% | +2,260.6% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling