+74.9%
USAR vs SBAC
-16.0%
+90.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +2.6% | +6.9% | -4.3% | +2.1% |
| 3M | -35.0% | -8.2% | -26.8% | -34.4% |
| 6M | -6.9% | -1.6% | -5.2% | -7.9% |
| YTD | +48.0% | -0.1% | +48.1% | +45.9% |
| 1Y | +24.8% | -0.5% | +25.3% | +23.5% |
| 3Y | +73.2% | -9.1% | +82.3% | +72.4% |
| All | +74.9% | -16.0% | +90.9% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling