+230.8%
USPX vs SPY
+332.3%
-101.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +1.9% | +2.0% | -0.1% | +0.3% |
| 6M | +13.1% | +13.0% | +0.1% | +2.6% |
| YTD | +13.3% | +13.5% | -0.3% | +2.4% |
| 1Y | +19.5% | +20.0% | -0.4% | +3.5% |
| 3Y | +77.3% | +77.2% | +0.1% | +14.0% |
| 5Y | +75.5% | +81.9% | -6.4% | +9.9% |
| 10Y | +215.9% | +314.1% | -98.2% | +18.7% |
| All | +230.8% | +332.3% | -101.5% | +22.1% |
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 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