+3.8%
SGOV vs USAR
+13.1%
-9.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | 0.0% | -11.6% | +11.7% | 0.0% |
| 30D | +0.3% | -15.5% | +15.8% | +0.3% |
| 3M | +0.9% | -31.0% | +32.0% | +0.9% |
| 6M | +1.8% | -26.2% | +28.1% | +1.8% |
| YTD | +2.5% | +30.8% | -28.2% | +2.5% |
| 1Y | +3.8% | +7.1% | -3.3% | +3.8% |
| All | +3.8% | +13.1% | -9.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling