-19.9%
USAR vs SBAC
-16.7%
-3.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | +8.8% | -2.7% | +11.5% | +8.9% |
| 30D | -28.5% | +3.3% | -31.7% | -28.7% |
| 3M | -56.2% | +3.3% | -59.5% | -56.3% |
| 6M | -68.4% | -10.9% | -57.5% | -68.0% |
| YTD | -32.2% | -1.0% | -31.2% | -33.1% |
| 1Y | -52.3% | -4.5% | -47.8% | -52.7% |
| 3Y | -21.2% | -8.7% | -12.5% | -21.7% |
| All | -19.9% | -16.7% | -3.1% | -20.2% |
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