-17.9%
USAR vs FIS
-43.8%
+25.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.4% | +5.5% |
| 7D | +0.8% | +1.5% | -0.7% | +1.0% |
| 30D | -30.1% | -11.8% | -18.3% | -30.6% |
| 3M | -56.3% | -28.5% | -27.8% | -58.6% |
| 6M | -68.6% | -27.0% | -41.5% | -69.8% |
| YTD | -30.5% | -53.1% | +22.5% | -37.8% |
| 1Y | -53.5% | -52.8% | -0.7% | -58.3% |
| 3Y | -19.3% | -37.5% | +18.2% | -28.0% |
| All | -17.9% | -43.8% | +25.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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 · 6 months rolling