-13.0%
USAR vs STLA
-72.6%
+59.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | -1.1% | -6.4% | +5.3% | +0.1% |
| 30D | -30.3% | -1.3% | -28.9% | -30.1% |
| 3M | -54.7% | -19.9% | -34.8% | -53.1% |
| 6M | -67.5% | -42.9% | -24.6% | -64.6% |
| YTD | -26.4% | -59.4% | +33.0% | -17.1% |
| 1Y | -49.5% | -56.8% | +7.3% | -43.7% |
| 3Y | -14.5% | -73.1% | +58.6% | -1.7% |
| All | -13.0% | -72.6% | +59.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling