+21.8%
SPGI vs USAR
-20.3%
+42.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | -0.8% | +8.8% | -9.6% | -0.6% |
| 30D | +14.3% | -28.5% | +42.7% | +13.6% |
| 3M | +14.5% | -56.2% | +70.7% | +12.7% |
| 6M | +17.3% | -68.4% | +85.7% | +15.0% |
| YTD | -4.6% | -32.2% | +27.6% | -4.8% |
| 1Y | +0.8% | -52.3% | +53.1% | 0.0% |
| 3Y | +28.8% | -21.2% | +50.0% | +39.7% |
| All | +21.8% | -20.3% | +42.1% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling