-19.0%
USAR vs SPYG
+90.1%
-109.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | -0.8% | +2.3% | -3.1% | -2.4% |
| 30D | -20.9% | -6.5% | -14.5% | -16.2% |
| 3M | -56.2% | -6.8% | -49.3% | -53.2% |
| 6M | -67.9% | -3.1% | -64.8% | -66.2% |
| YTD | -31.4% | +8.0% | -39.4% | -30.9% |
| 1Y | -45.1% | +10.2% | -55.3% | -44.7% |
| 3Y | -20.3% | +91.0% | -111.3% | -16.2% |
| All | -19.0% | +90.1% | -109.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling