-13.0%
USAR vs SM
-1.9%
-11.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +6.2% |
| 7D | -1.1% | -22.3% | +21.2% | -3.6% |
| 30D | -30.3% | -21.4% | -8.9% | -31.8% |
| 3M | -54.7% | +1.4% | -56.0% | -54.4% |
| 6M | -67.5% | +0.1% | -67.6% | -67.2% |
| YTD | -26.4% | +59.0% | -85.3% | -25.4% |
| 1Y | -49.5% | +64.3% | -113.9% | -48.8% |
| 3Y | -14.5% | -13.1% | -1.3% | -9.8% |
| All | -13.0% | -1.9% | -11.1% | -8.4% |
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 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