+70.2%
SAP vs USAR
-13.4%
+83.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.7% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | +10.5% | -30.3% | +40.8% | +10.8% |
| 3M | +15.2% | -54.7% | +69.8% | +15.9% |
| 6M | +36.7% | -67.5% | +104.2% | +38.1% |
| YTD | -0.6% | -26.4% | +25.8% | -0.5% |
| 1Y | -4.1% | -49.5% | +45.4% | -3.8% |
| 3Y | +73.2% | -14.5% | +87.7% | +86.1% |
| All | +70.2% | -13.4% | +83.7% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling