-80.5%
SMR vs USAR
-54.4%
-26.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.5% | +2.1% |
| 7D | -2.8% | -9.1% | +6.3% | +3.9% |
| 30D | -27.5% | -36.9% | +9.4% | -3.1% |
| 3M | -43.1% | -58.4% | +15.3% | -2.1% |
| 6M | -58.4% | -70.6% | +12.2% | -12.8% |
| YTD | -63.2% | -33.4% | -29.7% | -58.4% |
| All | -80.5% | -54.4% | -26.1% | -71.6% |
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