+49.4%
SO vs USAR
-19.4%
+68.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | +1.4% | -0.8% | +2.1% | +1.4% |
| 30D | +4.7% | -20.9% | +25.6% | +4.6% |
| 3M | +1.7% | -56.2% | +57.8% | +1.3% |
| 6M | +2.2% | -67.9% | +70.1% | +1.8% |
| YTD | +10.0% | -31.4% | +41.4% | +9.3% |
| 1Y | +6.0% | -45.1% | +51.1% | +5.4% |
| 3Y | +54.1% | -20.3% | +74.4% | +53.2% |
| All | +49.4% | -19.4% | +68.8% | +44.1% |
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