+69.4%
USAR vs SMTC
+476.4%
-407.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | -4.4% | +22.5% | -26.9% | -10.6% |
| 30D | -10.4% | +24.9% | -35.3% | -17.5% |
| 3M | -18.4% | +4.1% | -22.4% | -21.0% |
| 6M | -8.8% | +92.6% | -101.4% | -25.6% |
| YTD | +43.4% | +122.5% | -79.1% | +13.2% |
| 1Y | +21.0% | +166.2% | -145.2% | -8.1% |
| 3Y | +67.7% | +577.2% | -509.4% | +12.0% |
| All | +69.4% | +476.4% | -407.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling