-22.7%
USAR vs SPY
+78.4%
-101.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.3% |
| 7D | -9.1% | -0.6% | -8.5% | -8.3% |
| 30D | -36.9% | -3.7% | -33.3% | -34.5% |
| 3M | -58.4% | -2.7% | -55.7% | -57.0% |
| 6M | -70.6% | +2.2% | -72.8% | -70.3% |
| YTD | -33.4% | +10.8% | -44.3% | -34.8% |
| 1Y | -54.0% | +11.2% | -65.3% | -55.0% |
| 3Y | -22.7% | +76.5% | -99.1% | -17.8% |
| All | -22.7% | +78.4% | -101.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling