+78.7%
SE vs USAR
+74.0%
+4.6%
-60.2%
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 | -6.1% | -2.1% | -4.0% | -6.0% |
| 30D | -2.5% | +2.6% | -5.1% | -2.7% |
| 3M | +21.7% | -35.0% | +56.7% | +23.9% |
| 6M | +27.0% | -6.9% | +33.9% | +26.5% |
| YTD | -12.1% | +48.0% | -60.1% | -14.3% |
| 1Y | -40.9% | +24.8% | -65.7% | -42.0% |
| 3Y | +191.0% | +73.2% | +117.8% | +232.7% |
| All | +78.7% | +74.0% | +4.6% | +107.9% |
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