-17.9%
USAR vs SBAC
-15.8%
-2.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.0% |
| 30D | -30.1% | +3.1% | -33.2% | -30.2% |
| 3M | -56.3% | +5.1% | -61.4% | -56.5% |
| 6M | -68.6% | -11.4% | -57.2% | -68.1% |
| YTD | -30.5% | +0.2% | -30.7% | -31.6% |
| 1Y | -53.5% | -3.9% | -49.6% | -53.8% |
| 3Y | -19.3% | -7.7% | -11.6% | -19.8% |
| All | -17.9% | -15.8% | -2.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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