+73.1%
SPY vs USAR
-21.7%
+94.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.2% | -0.2% |
| 7D | -0.6% | -9.1% | +8.5% | -0.4% |
| 30D | -3.7% | -36.9% | +33.3% | -3.0% |
| 3M | -2.7% | -58.4% | +55.7% | -1.5% |
| 6M | +2.2% | -70.6% | +72.8% | +3.8% |
| YTD | +10.8% | -33.4% | +44.3% | +12.0% |
| 1Y | +11.2% | -54.0% | +65.3% | +12.5% |
| 3Y | +76.5% | -22.7% | +99.1% | +79.7% |
| All | +73.1% | -21.7% | +94.8% | +77.2% |
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