+74.9%
USAR vs FIS
-22.9%
+97.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -1.9% |
| 30D | +2.6% | -2.2% | +4.8% | +2.1% |
| 3M | -35.0% | +2.1% | -37.2% | -34.2% |
| 6M | -6.9% | -14.7% | +7.8% | -8.5% |
| YTD | +48.0% | -35.7% | +83.7% | +39.3% |
| 1Y | +24.8% | -37.1% | +61.9% | +16.9% |
| 3Y | +73.2% | -20.0% | +93.3% | +62.4% |
| All | +74.9% | -22.9% | +97.8% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling