-17.9%
USAR vs SPG
+129.8%
-147.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.4% |
| 7D | +0.8% | +2.7% | -1.9% | +1.3% |
| 30D | -30.1% | +16.6% | -46.6% | -27.6% |
| 3M | -56.3% | +8.1% | -64.4% | -55.5% |
| 6M | -68.6% | +19.3% | -87.9% | -67.5% |
| YTD | -30.5% | +31.1% | -61.6% | -26.9% |
| 1Y | -53.5% | +32.8% | -86.3% | -50.9% |
| 3Y | -19.3% | +135.8% | -155.1% | -8.9% |
| All | -17.9% | +129.8% | -147.7% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling