+74.9%
USAR vs SPY
+78.0%
-3.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +2.6% | +0.1% | +2.6% | +2.7% |
| 3M | -35.0% | +2.0% | -37.0% | -35.4% |
| 6M | -6.9% | +13.0% | -19.9% | -11.2% |
| YTD | +48.0% | +13.5% | +34.4% | +41.2% |
| 1Y | +24.8% | +20.0% | +4.8% | +19.5% |
| 3Y | +73.2% | +77.2% | -3.9% | +78.0% |
| All | +74.9% | +78.0% | -3.1% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling