-55.4%
USAR vs SPY
+11.5%
-66.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -8.2% |
| 7D | -9.1% | -0.6% | -8.5% | -7.8% |
| 30D | -36.9% | -3.7% | -33.3% | -26.6% |
| 3M | -58.4% | -2.7% | -55.7% | -53.0% |
| 6M | -70.6% | +2.2% | -72.8% | -71.5% |
| YTD | -33.4% | +10.8% | -44.3% | -50.9% |
| All | -55.4% | +11.5% | -66.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling