+54.2%
SAP vs USAR
+74.0%
-19.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.9% | -2.1% | -0.8% | -2.9% |
| 30D | +9.0% | +2.6% | +6.4% | +9.0% |
| 3M | +14.9% | -35.0% | +50.0% | +15.5% |
| 6M | +11.9% | -6.9% | +18.8% | +11.7% |
| YTD | -9.9% | +48.0% | -57.9% | -10.3% |
| 1Y | -19.5% | +24.8% | -44.3% | -19.9% |
| 3Y | +61.8% | +73.2% | -11.4% | +73.9% |
| All | +54.2% | +74.0% | -19.8% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling