+75.4%
USAR vs SITM
+374.2%
-298.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +2.3% | +8.4% | -6.0% | +0.8% |
| 30D | -8.6% | -17.4% | +8.8% | -5.6% |
| 3M | -20.5% | -9.8% | -10.7% | -19.5% |
| 6M | +1.2% | +83.0% | -81.8% | -5.9% |
| YTD | +48.4% | +69.6% | -21.2% | +38.2% |
| 1Y | +30.6% | +144.9% | -114.3% | +17.5% |
| 3Y | +73.6% | +429.9% | -356.2% | +53.2% |
| All | +75.4% | +374.2% | -298.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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