+15.3%
SGOV vs USAR
+53.8%
-38.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | +14.4% | +53.0% | -38.6% | +14.5% |
| All | +15.3% | +53.8% | -38.4% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling