+54.5%
USAR vs SPMO
+175.4%
-120.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.4% |
| 7D | -11.6% | -0.9% | -10.7% | -10.9% |
| 30D | -15.5% | -1.9% | -13.6% | -14.0% |
| 3M | -31.0% | -1.4% | -29.7% | -29.4% |
| 6M | -26.2% | +25.5% | -51.7% | -30.6% |
| YTD | +30.8% | +24.8% | +5.9% | +23.2% |
| 1Y | +7.1% | +24.5% | -17.4% | +0.9% |
| 3Y | +53.0% | +157.1% | -104.1% | +53.2% |
| All | +54.5% | +175.4% | -120.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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