+173.5%
USRT vs SPY
+627.6%
-454.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | +4.4% | +13.0% | -8.6% | -8.3% |
| YTD | +15.8% | +13.5% | +2.2% | +1.0% |
| 1Y | +15.3% | +20.0% | -4.6% | -5.1% |
| 3Y | +39.4% | +77.2% | -37.8% | -24.5% |
| 5Y | +19.3% | +81.9% | -62.6% | -38.0% |
| 10Y | +76.5% | +314.1% | -237.6% | -63.1% |
| All | +173.5% | +627.6% | -454.1% | -73.4% |
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