-21.4%
USAR vs FIS
-47.3%
+26.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -9.1% | -27.4% | +18.3% | -13.8% |
| 30D | -36.9% | -16.8% | -20.1% | -38.0% |
| 3M | -58.4% | -32.6% | -25.8% | -61.0% |
| 6M | -70.6% | -33.4% | -37.2% | -72.2% |
| YTD | -33.4% | -56.0% | +22.6% | -41.0% |
| 1Y | -54.0% | -55.1% | +1.1% | -59.2% |
| 3Y | -22.7% | -41.4% | +18.8% | -31.8% |
| All | -21.4% | -47.3% | +26.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling