+77.7%
SPY vs USAR
-20.4%
+98.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | -2.0% | -20.9% | +19.0% | -1.6% |
| 3M | -2.8% | -56.2% | +53.4% | -1.6% |
| 6M | +2.1% | -67.9% | +70.0% | +3.6% |
| YTD | +11.5% | -31.4% | +42.9% | +12.7% |
| 1Y | +13.5% | -45.1% | +58.5% | +14.7% |
| 3Y | +77.7% | -20.3% | +98.0% | +79.2% |
| All | +77.7% | -20.4% | +98.1% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling