+69.4%
USAR vs SPMO
+179.1%
-109.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -4.4% | +2.7% | -7.1% | -6.4% |
| 30D | -10.4% | +1.1% | -11.5% | -11.0% |
| 3M | -18.4% | +2.0% | -20.4% | -18.3% |
| 6M | -8.8% | +26.5% | -35.4% | -15.1% |
| YTD | +43.4% | +26.5% | +16.8% | +33.6% |
| 1Y | +21.0% | +27.9% | -6.9% | +12.9% |
| 3Y | +67.7% | +160.4% | -92.6% | +66.2% |
| All | +69.4% | +179.1% | -109.7% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling