-18.4%
STM vs USAR
-18.7%
+0.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | +3.2% |
| 7D | -10.7% | -14.5% | +3.8% | -9.2% |
| 30D | -25.7% | -37.8% | +12.1% | -22.0% |
| 3M | -21.6% | -52.8% | +31.2% | -15.6% |
| 6M | -27.8% | -71.2% | +43.4% | -19.5% |
| YTD | +61.8% | -30.9% | +92.6% | +70.4% |
| 1Y | +78.1% | -48.0% | +126.1% | +89.0% |
| 3Y | +4.9% | -19.7% | +24.6% | +2.9% |
| All | -18.4% | -18.7% | +0.4% | -20.0% |
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 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