+1.8%
SPGI vs USAR
-52.4%
+54.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.3% |
| 30D | +15.3% | -30.1% | +45.3% | +14.2% |
| 3M | +16.5% | -56.3% | +72.8% | +14.0% |
| 6M | +19.8% | -68.6% | +88.4% | +16.7% |
| YTD | -3.2% | -30.5% | +27.3% | -4.8% |
| 1Y | +1.8% | -53.5% | +55.3% | -0.2% |
| All | +1.8% | -52.4% | +54.2% | -0.2% |
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 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