+174.5%
USRT vs SPY
+596.4%
-421.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | +2.1% | -2.7% | +4.8% | +4.8% |
| 30D | +7.2% | -5.4% | +12.6% | +13.0% |
| 3M | -2.2% | -4.1% | +1.9% | +1.6% |
| 6M | +1.1% | +0.7% | +0.4% | -0.5% |
| YTD | +16.2% | +8.7% | +7.5% | +5.6% |
| 1Y | +16.5% | +10.9% | +5.6% | +3.6% |
| 3Y | +50.3% | +75.0% | -24.6% | -17.9% |
| 5Y | +17.8% | +67.8% | -50.0% | -33.6% |
| 10Y | +97.1% | +312.9% | -215.7% | -59.0% |
| All | +174.5% | +596.4% | -421.9% | -72.1% |
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