-18.6%
UST vs SPY
+311.8%
-330.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.7% |
| 30D | +3.7% | -2.4% | +6.1% | +3.5% |
| 3M | -3.2% | -1.2% | -2.0% | -3.2% |
| 6M | -5.8% | +3.3% | -9.1% | -5.5% |
| YTD | -7.7% | +12.3% | -20.0% | -6.6% |
| 1Y | -8.4% | +12.4% | -20.8% | -7.3% |
| 3Y | +7.0% | +78.8% | -71.8% | +14.0% |
| 5Y | -32.5% | +75.2% | -107.6% | -28.8% |
| 10Y | -18.6% | +311.1% | -329.7% | +6.6% |
| All | -18.6% | +311.8% | -330.3% | +6.6% |
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