+7.1%
USAR vs SPYG
+17.9%
-10.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -5.0% |
| 7D | -11.6% | -0.9% | -10.8% | -9.6% |
| 30D | -15.5% | -1.5% | -14.0% | -11.9% |
| 3M | -31.0% | +3.7% | -34.8% | -35.6% |
| 6M | -26.2% | +16.4% | -42.6% | -42.6% |
| YTD | +30.8% | +13.3% | +17.4% | +5.4% |
| 1Y | +7.1% | +17.9% | -10.8% | -2.7% |
| All | +7.1% | +17.9% | -10.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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