+77.2%
USVM vs SPY
+78.1%
-0.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +2.3% | +2.6% | -0.3% | -0.1% |
| 30D | +3.1% | -2.0% | +5.1% | +5.0% |
| 3M | -4.2% | -2.8% | -1.4% | -1.8% |
| 6M | +5.1% | +2.1% | +3.0% | +2.7% |
| YTD | +18.2% | +11.5% | +6.7% | +5.9% |
| 1Y | +21.9% | +13.5% | +8.5% | +7.4% |
| 3Y | +77.2% | +77.7% | -0.5% | -9.1% |
| All | +77.2% | +78.1% | -0.9% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling