+193.4%
SPOT vs USAR
+53.8%
+139.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | -3.1% | -11.6% | +8.6% | -2.9% |
| 30D | +7.4% | -15.5% | +22.9% | +7.7% |
| 3M | +8.2% | -31.0% | +39.2% | +8.9% |
| 6M | +2.2% | -26.2% | +28.4% | +2.3% |
| YTD | -9.5% | +30.8% | -40.2% | -10.6% |
| 1Y | -23.8% | +7.1% | -30.9% | -24.6% |
| 3Y | +233.5% | +53.0% | +180.5% | +210.8% |
| All | +193.4% | +53.8% | +139.7% | +130.2% |
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