-9.3%
SSPC vs USAR
-62.4%
+53.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +6.5% | -18.4% | -7.5% |
| 7D | -13.9% | -1.1% | -12.8% | -10.4% |
| 30D | +14.3% | -30.3% | +44.6% | -1.6% |
| 3M | -35.2% | -54.7% | +19.5% | -56.8% |
| All | -9.3% | -62.4% | +53.1% | -34.0% |
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 · Available span rolling