-21.4%
USAR vs SPG
+129.5%
-150.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.4% |
| 7D | -9.1% | +5.6% | -14.7% | -7.9% |
| 30D | -36.9% | +17.6% | -54.5% | -34.6% |
| 3M | -58.4% | +7.5% | -65.9% | -57.7% |
| 6M | -70.6% | +18.5% | -89.2% | -69.7% |
| YTD | -33.4% | +30.9% | -64.4% | -30.0% |
| 1Y | -54.0% | +34.1% | -88.1% | -51.4% |
| 3Y | -22.7% | +135.5% | -158.2% | -12.7% |
| All | -21.4% | +129.5% | -150.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling