+59.3%
USAR vs SNY
-7.2%
+66.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -9.3% | -3.6% | -5.7% | -9.5% |
| 30D | -15.2% | -1.9% | -13.2% | -15.2% |
| 3M | -21.1% | -2.0% | -19.2% | -21.1% |
| 6M | -21.6% | +2.5% | -24.1% | -21.3% |
| YTD | +34.8% | -7.0% | +41.7% | +34.4% |
| 1Y | +15.6% | -4.4% | +20.0% | +15.8% |
| 3Y | +57.7% | -8.4% | +66.1% | +59.5% |
| All | +59.3% | -7.2% | +66.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling