+21.0%
USAR vs SM
+46.0%
-25.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -10.4% | +20.3% | -30.7% | -8.0% |
| 3M | -18.4% | +22.9% | -41.3% | -15.2% |
| 6M | -8.8% | +47.8% | -56.7% | -8.7% |
| YTD | +43.4% | +107.5% | -64.1% | +27.1% |
| 1Y | +21.0% | +51.7% | -30.7% | +21.4% |
| All | +21.0% | +46.0% | -25.0% | +21.4% |
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