-7.7%
UST vs SPY
+11.9%
-19.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.1% | -3.7% | +7.8% | +4.9% |
| 3M | -2.9% | -2.7% | -0.2% | -2.5% |
| 6M | -6.3% | +2.2% | -8.5% | -7.0% |
| YTD | -7.5% | +10.8% | -18.3% | -10.1% |
| 1Y | -7.7% | +11.2% | -18.9% | -10.3% |
| All | -7.7% | +11.9% | -19.6% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling