-19.9%
USAR vs SRE
+18.2%
-38.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.5% |
| 7D | +8.8% | -1.1% | +9.8% | +8.8% |
| 30D | -28.5% | -4.1% | -24.3% | -28.1% |
| 3M | -56.2% | -7.3% | -48.9% | -55.9% |
| 6M | -68.4% | -14.1% | -54.3% | -68.0% |
| YTD | -32.2% | -8.5% | -23.7% | -32.0% |
| 1Y | -52.3% | -12.0% | -40.3% | -51.8% |
| 3Y | -21.2% | +23.4% | -44.6% | -21.9% |
| All | -19.9% | +18.2% | -38.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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