+45.8%
UST vs SPY
+844.5%
-798.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | -2.9% | +2.0% | -4.8% | -2.5% |
| 6M | -7.3% | +13.0% | -20.3% | -5.0% |
| YTD | -5.4% | +13.5% | -19.0% | -3.0% |
| 1Y | -4.8% | +20.0% | -24.8% | -1.2% |
| 3Y | +3.0% | +77.2% | -74.2% | +16.6% |
| 5Y | -34.0% | +81.9% | -115.9% | -25.0% |
| 10Y | -22.8% | +314.1% | -336.8% | +19.7% |
| All | +45.8% | +844.5% | -798.8% | +231.7% |
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