+75.4%
USAR vs SM
+27.3%
+48.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -8.6% | +31.5% | -40.2% | -6.0% |
| 3M | -20.5% | +17.3% | -37.8% | -18.5% |
| 6M | +1.2% | +48.5% | -47.3% | +4.7% |
| YTD | +48.4% | +106.3% | -57.9% | +53.8% |
| 1Y | +30.6% | +47.3% | -16.7% | +32.9% |
| 3Y | +73.6% | -1.4% | +75.1% | +87.0% |
| All | +75.4% | +27.3% | +48.1% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling