+241.9%
SPOT vs USAR
-19.4%
+261.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +16.9% | -20.9% | +37.9% | +17.2% |
| 3M | +23.0% | -56.2% | +79.1% | +24.5% |
| 6M | +42.2% | -67.9% | +110.1% | +44.7% |
| YTD | +5.5% | -31.4% | +36.9% | +5.2% |
| 1Y | -5.1% | -45.1% | +40.0% | -5.0% |
| 3Y | +257.9% | -20.3% | +278.2% | +248.3% |
| All | +241.9% | -19.4% | +261.3% | +170.8% |
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