+69.4%
USAR vs SPG
+100.2%
-30.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -4.0% |
| 7D | -4.4% | -1.7% | -2.8% | -4.8% |
| 30D | -10.4% | -6.3% | -4.1% | -11.7% |
| 3M | -18.4% | -2.4% | -15.9% | -19.0% |
| 6M | -8.8% | +9.6% | -18.5% | -8.0% |
| YTD | +43.4% | +14.2% | +29.2% | +46.2% |
| 1Y | +21.0% | +19.3% | +1.7% | +24.5% |
| 3Y | +67.7% | +106.7% | -39.0% | +83.5% |
| All | +69.4% | +100.2% | -30.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling