+75.4%
USAR vs S
+34.7%
+40.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.4% |
| 7D | +2.3% | -5.8% | +8.1% | +2.7% |
| 30D | -8.6% | -9.2% | +0.6% | -8.1% |
| 3M | -20.5% | +23.4% | -43.9% | -21.2% |
| 6M | +1.2% | +36.9% | -35.7% | 0.0% |
| YTD | +48.4% | +29.5% | +18.9% | +46.6% |
| 1Y | +30.6% | +5.4% | +25.2% | +28.4% |
| 3Y | +73.6% | +14.7% | +58.9% | +71.4% |
| All | +75.4% | +34.7% | +40.7% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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