+37.9%
SMR vs USAR
+68.6%
-30.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.5% |
| 7D | +13.1% | -4.4% | +17.5% | +14.3% |
| 30D | +17.8% | -10.4% | +28.2% | +20.6% |
| 3M | +8.1% | -18.4% | +26.5% | +13.1% |
| 6M | -11.1% | -8.8% | -2.3% | -8.0% |
| YTD | -23.7% | +43.4% | -67.1% | -25.9% |
| 1Y | -69.4% | +21.0% | -90.4% | -69.0% |
| 3Y | +82.6% | +67.7% | +14.9% | +103.1% |
| All | +37.9% | +68.6% | -30.7% | +59.3% |
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