+143.7%
USVM vs SPY
+236.8%
-93.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +2.8% | -3.3% | +6.1% | +6.1% |
| 3M | -3.3% | -2.4% | -0.8% | -1.1% |
| 6M | +3.6% | +2.6% | +1.0% | +0.7% |
| YTD | +18.6% | +11.2% | +7.3% | +6.2% |
| 1Y | +21.9% | +13.4% | +8.5% | +7.1% |
| 3Y | +80.2% | +79.9% | +0.3% | -0.2% |
| 5Y | +50.6% | +72.2% | -21.6% | -13.0% |
| All | +143.7% | +236.8% | -93.1% | -28.2% |
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