+99.5%
USRT vs SPY
+315.0%
-215.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +7.5% | -3.3% | +10.8% | +10.4% |
| 3M | -1.1% | -2.4% | +1.4% | +0.7% |
| 6M | +3.0% | +2.6% | +0.4% | +0.2% |
| YTD | +18.1% | +11.2% | +6.9% | +7.0% |
| 1Y | +16.3% | +13.4% | +2.9% | +3.6% |
| 3Y | +56.1% | +79.9% | -23.8% | -9.0% |
| 5Y | +19.9% | +72.2% | -52.3% | -27.7% |
| 10Y | +99.5% | +307.3% | -207.8% | -38.5% |
| All | +99.5% | +315.0% | -215.5% | -38.5% |
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 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