+75.1%
SAP vs USAR
-19.7%
+94.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.8% | -15.0% | -4.2% |
| 7D | -0.7% | -14.5% | +13.8% | -0.6% |
| 30D | +11.1% | -37.8% | +48.9% | +11.5% |
| 3M | +17.0% | -52.8% | +69.8% | +17.7% |
| 6M | +34.8% | -71.2% | +106.1% | +36.4% |
| YTD | -2.2% | -30.9% | +28.7% | -2.1% |
| 1Y | -6.4% | -48.0% | +41.6% | -6.1% |
| 3Y | +75.1% | -19.7% | +94.8% | +72.6% |
| All | +75.1% | -19.7% | +94.8% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling