+54.5%
USAR vs SPXS
-79.0%
+133.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -3.6% |
| 7D | -11.6% | +2.5% | -14.1% | -11.0% |
| 30D | -15.5% | +4.2% | -19.7% | -14.4% |
| 3M | -31.0% | -9.3% | -21.7% | -31.8% |
| 6M | -26.2% | -30.7% | +4.5% | -28.8% |
| YTD | +30.8% | -28.1% | +58.8% | +26.6% |
| 1Y | +7.1% | -35.1% | +42.2% | +3.8% |
| 3Y | +53.0% | -79.6% | +132.6% | +56.9% |
| All | +54.5% | -79.0% | +133.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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