+42.6%
SMR vs USAR
+74.5%
-31.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.3% | +15.0% | +15.2% |
| 7D | +21.4% | +2.3% | +19.1% | +20.8% |
| 30D | +13.8% | -8.6% | +22.5% | +16.1% |
| 3M | +3.9% | -20.5% | +24.4% | +9.3% |
| 6M | -4.2% | +1.2% | -5.4% | -2.8% |
| YTD | -21.1% | +48.4% | -69.5% | -24.0% |
| 1Y | -67.1% | +30.6% | -97.7% | -67.0% |
| 3Y | +88.9% | +73.6% | +15.2% | +108.3% |
| All | +42.6% | +74.5% | -31.9% | +63.4% |
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