-40.6%
SMR vs USAR
-19.4%
-21.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -8.3% | -0.8% | -7.5% | -8.1% |
| 30D | -20.1% | -20.9% | +0.9% | -15.0% |
| 3M | -52.7% | -56.2% | +3.5% | -41.9% |
| 6M | -61.0% | -67.9% | +6.9% | -48.7% |
| YTD | -67.1% | -31.4% | -35.7% | -61.5% |
| 1Y | -79.9% | -45.1% | -34.8% | -75.7% |
| 3Y | +101.7% | -20.3% | +122.0% | +154.3% |
| All | -40.6% | -19.4% | -21.2% | -17.2% |
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