+73.6%
USAR vs SMTC
+556.3%
-482.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.0% | -9.7% | -2.9% |
| 7D | +2.3% | +22.9% | -20.6% | -4.5% |
| 30D | -8.6% | +16.6% | -25.3% | -14.1% |
| 3M | -20.5% | +2.4% | -22.9% | -22.7% |
| 6M | +1.2% | +98.3% | -97.1% | -18.2% |
| YTD | +48.4% | +120.7% | -72.3% | +17.1% |
| 1Y | +30.6% | +168.3% | -137.6% | -1.2% |
| 3Y | +73.6% | +571.7% | -498.1% | +15.7% |
| All | +73.6% | +556.3% | -482.6% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling