-19.0%
USAR vs SM
+10.4%
-29.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.8% | +9.4% | -10.2% | +0.1% |
| 30D | -20.9% | -14.4% | -6.6% | -22.1% |
| 3M | -56.2% | +1.6% | -57.7% | -55.9% |
| 6M | -67.9% | +6.3% | -74.2% | -67.4% |
| YTD | -31.4% | +78.8% | -110.2% | -29.7% |
| 1Y | -45.1% | +83.1% | -128.2% | -43.6% |
| 3Y | -20.3% | -5.9% | -14.4% | -15.1% |
| All | -19.0% | +10.4% | -29.3% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling