-9.1%
STM vs USAR
-20.3%
+11.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | +16.3% | +8.8% | +7.5% | +15.1% |
| 30D | -6.3% | -28.5% | +22.2% | -3.0% |
| 3M | -14.1% | -56.2% | +42.1% | -6.9% |
| 6M | -19.6% | -68.4% | +48.8% | -10.8% |
| YTD | +80.1% | -32.2% | +112.3% | +90.1% |
| 1Y | +95.4% | -52.3% | +147.7% | +108.4% |
| 3Y | +14.7% | -21.2% | +35.9% | +12.7% |
| All | -9.1% | -20.3% | +11.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling