+74.6%
USRT vs SPY
+313.2%
-238.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | +1.4% | +2.0% | -0.5% | -0.6% |
| 6M | +4.4% | +13.0% | -8.6% | -6.3% |
| YTD | +15.8% | +13.5% | +2.2% | +3.3% |
| 1Y | +15.3% | +20.0% | -4.6% | -2.1% |
| 3Y | +39.4% | +77.2% | -37.8% | -17.3% |
| 5Y | +19.3% | +81.9% | -62.6% | -31.4% |
| All | +74.6% | +313.2% | -238.6% | -49.7% |
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