+75.4%
USAR vs SBAC
-16.3%
+91.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -8.6% | +3.2% | -11.9% | -8.9% |
| 3M | -20.5% | -5.1% | -15.4% | -20.1% |
| 6M | +1.2% | -2.1% | +3.3% | +0.1% |
| YTD | +48.4% | -0.5% | +48.9% | +46.4% |
| 1Y | +30.6% | +1.1% | +29.5% | +29.0% |
| 3Y | +73.6% | -7.4% | +81.1% | +72.8% |
| All | +75.4% | -16.3% | +91.7% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling