+74.9%
USAR vs SM
+22.9%
+52.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +2.6% | +26.3% | -23.7% | +5.1% |
| 3M | -35.0% | +8.7% | -43.7% | -33.9% |
| 6M | -6.9% | +51.7% | -58.6% | -4.0% |
| YTD | +48.0% | +99.0% | -51.1% | +52.8% |
| 1Y | +24.8% | +34.6% | -9.8% | +26.0% |
| 3Y | +73.2% | -7.8% | +81.0% | +85.9% |
| All | +74.9% | +22.9% | +52.0% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling