+74.9%
USAR vs SRE
+24.7%
+50.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +2.6% | -0.7% | +3.4% | +2.5% |
| 3M | -35.0% | -6.3% | -28.7% | -34.8% |
| 6M | -6.9% | -10.7% | +3.8% | -5.8% |
| YTD | +48.0% | -3.5% | +51.4% | +47.4% |
| 1Y | +24.8% | +5.3% | +19.5% | +23.6% |
| 3Y | +73.2% | +31.8% | +41.5% | +70.6% |
| All | +74.9% | +24.7% | +50.2% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling