+75.4%
USAR vs SPG
+105.2%
-29.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.6% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -8.6% | -4.9% | -3.7% | -9.7% |
| 3M | -20.5% | +3.3% | -23.8% | -20.2% |
| 6M | +1.2% | +11.2% | -10.0% | +2.5% |
| YTD | +48.4% | +17.1% | +31.4% | +52.2% |
| 1Y | +30.6% | +21.6% | +9.0% | +35.1% |
| 3Y | +73.6% | +111.9% | -38.2% | +91.1% |
| All | +75.4% | +105.2% | -29.8% | +93.2% |
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