+67.8%
SAP vs USAR
-20.3%
+88.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | 0.0% |
| 7D | -3.9% | +8.8% | -12.6% | -3.9% |
| 30D | +6.5% | -28.5% | +35.0% | +6.8% |
| 3M | +14.7% | -56.2% | +70.8% | +15.4% |
| 6M | +39.9% | -68.4% | +108.3% | +41.3% |
| YTD | -2.0% | -32.2% | +30.2% | -1.8% |
| 1Y | -6.0% | -52.3% | +46.3% | -5.6% |
| 3Y | +67.7% | -21.2% | +88.9% | +80.2% |
| All | +67.8% | -20.3% | +88.1% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling