+80.6%
SE vs USAR
+74.5%
+6.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.6% | +2.3% | -1.7% | +0.5% |
| 30D | -0.1% | -8.6% | +8.6% | +0.3% |
| 3M | +34.1% | -20.5% | +54.6% | +35.2% |
| 6M | +23.2% | +1.2% | +22.0% | +22.3% |
| YTD | -11.2% | +48.4% | -59.6% | -13.4% |
| 1Y | -40.5% | +30.6% | -71.2% | -41.6% |
| 3Y | +196.3% | +73.6% | +122.6% | +239.0% |
| All | +80.6% | +74.5% | +6.1% | +110.2% |
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