+34.1%
USTB vs SPY
+237.6%
-203.5%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.4% | +2.6% | -3.0% | -0.5% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | 0.0% | -2.8% | +2.8% | +0.1% |
| 6M | +0.9% | +2.1% | -1.2% | +0.9% |
| YTD | +1.9% | +11.5% | -9.6% | +1.6% |
| 1Y | +2.7% | +13.5% | -10.8% | +2.3% |
| 3Y | +18.1% | +77.7% | -59.6% | +16.0% |
| 5Y | +19.2% | +72.6% | -53.4% | +17.0% |
| All | +34.1% | +237.6% | -203.5% | +29.9% |
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