+24.8%
USAR vs SM
+36.8%
-12.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.9% |
| 7D | -2.1% | -0.5% | -1.6% | -2.2% |
| 30D | +2.6% | +25.6% | -22.9% | +5.9% |
| 3M | -35.0% | +8.0% | -43.1% | -33.1% |
| 6M | -6.9% | +50.8% | -57.7% | -9.1% |
| YTD | +48.0% | +97.9% | -49.9% | +30.4% |
| 1Y | +24.8% | +33.8% | -9.0% | +26.2% |
| All | +24.8% | +36.8% | -12.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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