+147.2%
USVM vs SPY
+241.9%
-94.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +1.2% | +0.5% | +0.6% | +0.6% |
| 30D | -1.9% | -0.9% | -0.9% | -1.0% |
| 3M | +4.3% | +3.9% | +0.4% | +0.2% |
| 6M | +15.2% | +14.5% | +0.7% | +0.4% |
| YTD | +20.3% | +12.9% | +7.3% | +6.3% |
| 1Y | +22.8% | +19.4% | +3.4% | +2.7% |
| 3Y | +71.8% | +78.5% | -6.7% | -3.9% |
| 5Y | +65.4% | +81.8% | -16.3% | -9.4% |
| All | +147.2% | +241.9% | -94.7% | -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