+202.7%
SPOT vs USAR
+74.0%
+128.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -0.9% | -2.1% | +1.2% | -0.9% |
| 30D | +12.5% | +2.6% | +9.9% | +12.4% |
| 3M | +9.9% | -35.0% | +44.9% | +10.7% |
| 6M | +1.6% | -6.9% | +8.4% | +1.3% |
| YTD | -6.6% | +48.0% | -54.6% | -7.9% |
| 1Y | -22.9% | +24.8% | -47.7% | -24.0% |
| 3Y | +244.3% | +73.2% | +171.0% | +218.9% |
| All | +202.7% | +74.0% | +128.7% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling