+45.4%
UST vs SPY
+804.0%
-758.5%
-48.0%
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% | -0.2% |
| 7D | +0.8% | -2.7% | +3.5% | +0.3% |
| 30D | +6.5% | -5.4% | +11.9% | +5.4% |
| 3M | -1.4% | -4.1% | +2.7% | -2.1% |
| 6M | -4.6% | +0.7% | -5.3% | -4.4% |
| YTD | -5.6% | +8.7% | -14.3% | -4.0% |
| 1Y | -6.1% | +10.9% | -17.0% | -4.1% |
| 3Y | +9.5% | +75.0% | -65.5% | +23.8% |
| 5Y | -32.8% | +67.8% | -100.6% | -25.1% |
| 10Y | -21.8% | +312.9% | -334.6% | +22.1% |
| All | +45.4% | +804.0% | -758.5% | +228.3% |
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 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