+73.7%
SPY vs USAR
-13.4%
+87.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +2.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | -3.3% | -30.3% | +26.9% | -2.8% |
| 3M | -2.4% | -54.7% | +52.3% | -1.3% |
| 6M | +2.6% | -67.5% | +70.1% | +4.0% |
| YTD | +11.2% | -26.4% | +37.6% | +12.3% |
| 1Y | +13.4% | -49.5% | +62.9% | +14.4% |
| 3Y | +79.9% | -14.5% | +94.4% | +82.8% |
| All | +73.7% | -13.4% | +87.2% | +77.6% |
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