+74.9%
USAR vs SPYG
+101.2%
-26.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | +2.6% | -0.4% | +3.1% | +3.1% |
| 3M | -35.0% | +0.5% | -35.6% | -34.7% |
| 6M | -6.9% | +17.5% | -24.3% | -11.5% |
| YTD | +48.0% | +14.3% | +33.6% | +41.1% |
| 1Y | +24.8% | +21.7% | +3.1% | +19.1% |
| 3Y | +73.2% | +98.6% | -25.4% | +72.5% |
| All | +74.9% | +101.2% | -26.3% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling