-52.3%
USAR vs SMTC
+59.8%
-112.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.3% | 0.0% |
| 7D | +8.8% | +30.5% | -21.7% | -5.1% |
| 30D | -28.5% | -30.9% | +2.4% | -15.8% |
| 3M | -56.2% | -14.7% | -41.5% | -56.4% |
| 6M | -68.4% | -9.6% | -58.8% | -70.4% |
| YTD | -32.2% | +62.1% | -94.3% | -60.9% |
| 1Y | -52.3% | +66.6% | -118.9% | -73.3% |
| All | -52.3% | +59.8% | -112.1% | -73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling