-13.0%
USAR vs SBAC
-15.6%
+2.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.5% |
| 7D | -1.1% | +3.0% | -4.0% | -1.3% |
| 30D | -30.3% | +4.3% | -34.6% | -30.5% |
| 3M | -54.7% | +4.1% | -58.8% | -54.9% |
| 6M | -67.5% | -11.6% | -55.9% | -67.0% |
| YTD | -26.4% | +0.4% | -26.8% | -27.5% |
| 1Y | -49.5% | -1.1% | -48.4% | -50.1% |
| 3Y | -14.5% | -7.3% | -7.2% | -15.0% |
| All | -13.0% | -15.6% | +2.6% | -13.5% |
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