-49.8%
USAR vs SFM
-35.8%
-14.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -5.3% |
| 7D | -21.8% | -12.3% | -9.5% | -22.0% |
| 30D | -39.9% | -16.2% | -23.7% | -40.4% |
| 3M | -52.5% | -36.8% | -15.7% | -54.6% |
| 6M | -67.9% | -32.6% | -35.4% | -69.1% |
| YTD | -31.1% | -31.7% | +0.6% | -37.4% |
| 1Y | -49.8% | -35.0% | -14.8% | -54.3% |
| All | -49.8% | -35.8% | -14.0% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling