+59.3%
USAR vs SPMO
+174.0%
-114.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -4.5% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | -15.2% | -0.7% | -14.5% | -14.5% |
| 3M | -21.1% | +2.8% | -23.9% | -21.0% |
| 6M | -21.6% | +24.4% | -46.0% | -25.9% |
| YTD | +34.8% | +24.2% | +10.6% | +27.5% |
| 1Y | +15.6% | +24.5% | -8.8% | +9.5% |
| 3Y | +57.7% | +155.6% | -97.9% | +58.6% |
| All | +59.3% | +174.0% | -114.7% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling