+20.7%
SE vs USAR
-18.7%
+39.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -0.5% |
| 7D | +2.0% | -14.5% | +16.5% | +2.8% |
| 30D | -20.0% | -37.8% | +17.8% | -18.0% |
| 3M | -31.8% | -52.8% | +21.0% | -29.1% |
| 6M | -15.9% | -71.2% | +55.4% | -10.8% |
| YTD | -40.6% | -30.9% | -9.8% | -39.8% |
| 1Y | -50.7% | -48.0% | -2.7% | -49.6% |
| 3Y | +70.3% | -19.7% | +90.0% | +98.0% |
| All | +20.7% | -18.7% | +39.4% | +46.1% |
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