+23.7%
SMR vs USAR
+74.0%
-50.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +4.4% | -2.1% | +6.5% | +4.9% |
| 30D | +3.4% | +2.6% | +0.8% | +2.6% |
| 3M | -19.2% | -35.0% | +15.9% | -11.3% |
| 6M | -22.6% | -6.9% | -15.8% | -20.4% |
| YTD | -31.5% | +48.0% | -79.5% | -34.0% |
| 1Y | -73.1% | +24.8% | -97.9% | -72.9% |
| 3Y | +55.0% | +73.2% | -18.3% | +71.6% |
| All | +23.7% | +74.0% | -50.3% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling