+95.4%
STM vs USAR
-54.5%
+149.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | +16.3% | +8.8% | +7.5% | +13.5% |
| 30D | -6.3% | -28.5% | +22.2% | +1.7% |
| 3M | -14.1% | -56.2% | +42.1% | +4.3% |
| 6M | -19.6% | -68.4% | +48.8% | +2.8% |
| YTD | +80.1% | -32.2% | +112.3% | +105.3% |
| 1Y | +95.4% | -52.3% | +147.7% | +126.5% |
| All | +95.4% | -54.5% | +149.8% | +126.5% |
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