+204.0%
SOXX vs USAR
+53.8%
+150.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.1% |
| 7D | +1.4% | -11.6% | +13.0% | +2.2% |
| 30D | -3.6% | -15.5% | +11.9% | -2.6% |
| 3M | -10.2% | -31.0% | +20.9% | -8.3% |
| 6M | +54.2% | -26.2% | +80.5% | +56.6% |
| YTD | +75.2% | +30.8% | +44.5% | +75.2% |
| 1Y | +107.5% | +7.1% | +100.4% | +107.8% |
| 3Y | +226.8% | +53.0% | +173.8% | +240.8% |
| All | +204.0% | +53.8% | +150.3% | +226.2% |
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