+69.4%
USAR vs SBAC
-17.2%
+86.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -10.4% | +3.9% | -14.3% | -10.7% |
| 3M | -18.4% | -8.2% | -10.2% | -17.7% |
| 6M | -8.8% | -2.8% | -6.0% | -9.8% |
| YTD | +43.4% | -1.5% | +44.9% | +41.5% |
| 1Y | +21.0% | 0.0% | +21.0% | +19.6% |
| 3Y | +67.7% | -8.4% | +76.1% | +67.0% |
| All | +69.4% | -17.2% | +86.6% | +68.8% |
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