+78.1%
STM vs USAR
-51.6%
+129.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | +1.6% |
| 7D | -10.7% | -14.5% | +3.8% | -7.1% |
| 30D | -25.7% | -37.8% | +12.1% | -16.7% |
| 3M | -21.6% | -52.8% | +31.2% | -6.7% |
| 6M | -27.8% | -71.2% | +43.4% | -7.3% |
| YTD | +61.8% | -30.9% | +92.6% | +84.3% |
| 1Y | +78.1% | -48.0% | +126.1% | +104.5% |
| All | +78.1% | -51.6% | +129.7% | +104.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling