-19.1%
UST vs SPY
+307.0%
-326.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.9% | +2.6% | -6.5% | -3.7% |
| 30D | +1.2% | -2.0% | +3.2% | +1.0% |
| 3M | -5.8% | -2.8% | -3.0% | -6.0% |
| 6M | -6.9% | +2.1% | -9.0% | -6.7% |
| YTD | -9.4% | +11.5% | -20.8% | -8.4% |
| 1Y | -9.7% | +13.5% | -23.1% | -8.5% |
| 3Y | +5.3% | +77.7% | -72.4% | +12.1% |
| 5Y | -34.2% | +72.6% | -106.8% | -30.8% |
| All | -19.1% | +307.0% | -326.1% | +6.1% |
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 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