+74.7%
USAR vs SN
+496.6%
-422.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -8.6% | -5.6% | -3.0% | -8.2% |
| 3M | -20.5% | +48.1% | -68.6% | -23.2% |
| 6M | +1.2% | +57.6% | -56.4% | -2.9% |
| YTD | +48.4% | +56.5% | -8.1% | +42.2% |
| 1Y | +30.6% | +52.6% | -21.9% | +25.7% |
| 3Y | +73.6% | +412.0% | -338.3% | +69.1% |
| All | +74.7% | +496.6% | -422.0% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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