-45.7%
USAR vs SM
+84.5%
-130.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.5% | -1.2% |
| 7D | +8.8% | +10.6% | -1.8% | +11.4% |
| 30D | -28.5% | -15.0% | -13.5% | -31.4% |
| 3M | -56.2% | +1.7% | -57.8% | -55.2% |
| 6M | -68.4% | +5.9% | -74.3% | -66.7% |
| YTD | -32.2% | +79.0% | -111.2% | -28.8% |
| All | -45.7% | +84.5% | -130.1% | -41.9% |
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