-5.9%
SAP vs USAR
-49.3%
+43.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.1% | +4.3% |
| 7D | +1.3% | -21.8% | +23.1% | +1.5% |
| 30D | +15.5% | -39.9% | +55.5% | +16.1% |
| 3M | +22.8% | -52.5% | +75.3% | +23.7% |
| 6M | +42.5% | -67.9% | +110.4% | +45.2% |
| YTD | +0.5% | -31.1% | +31.6% | +0.5% |
| 1Y | -5.9% | -49.8% | +43.9% | -4.9% |
| All | -5.9% | -49.3% | +43.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling