+1.2%
SO vs USAR
+29.1%
-27.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +1.0% | +2.3% | -1.3% | +1.1% |
| 30D | -3.2% | -8.6% | +5.4% | -3.3% |
| 3M | -1.7% | -20.5% | +18.8% | -1.7% |
| 6M | -7.2% | +1.2% | -8.4% | -7.4% |
| YTD | +4.6% | +48.4% | -43.8% | +3.6% |
| 1Y | +1.2% | +30.6% | -29.4% | +4.5% |
| All | +1.2% | +29.1% | -27.9% | +4.5% |
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