+54.5%
USAR vs SMTC
+488.0%
-433.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.6% |
| 7D | -11.6% | +13.1% | -24.7% | -15.2% |
| 30D | -15.5% | +19.5% | -34.9% | -21.0% |
| 3M | -31.0% | +2.2% | -33.3% | -33.0% |
| 6M | -26.2% | +94.9% | -121.1% | -40.1% |
| YTD | +30.8% | +127.0% | -96.2% | +2.5% |
| 1Y | +7.1% | +174.6% | -167.5% | -19.3% |
| 3Y | +53.0% | +615.9% | -562.9% | +1.5% |
| All | +54.5% | +488.0% | -433.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling