-45.1%
USAR vs STLA
-64.5%
+19.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | -0.8% | -13.8% | +13.0% | +3.0% |
| 30D | -20.9% | -10.5% | -10.4% | -18.8% |
| 3M | -56.2% | -28.9% | -27.3% | -52.4% |
| 6M | -67.9% | -49.7% | -18.2% | -62.3% |
| YTD | -31.4% | -64.9% | +33.5% | -12.2% |
| 1Y | -45.1% | -64.0% | +19.0% | -31.4% |
| All | -45.1% | -64.5% | +19.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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