-19.9%
USAR vs STT
+189.7%
-209.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | +8.8% | +5.1% | +3.6% | +6.4% |
| 30D | -28.5% | -0.2% | -28.2% | -28.2% |
| 3M | -56.2% | -8.1% | -48.0% | -54.5% |
| 6M | -68.4% | +16.6% | -85.1% | -69.8% |
| YTD | -32.2% | +37.8% | -70.0% | -37.3% |
| 1Y | -52.3% | +46.8% | -99.1% | -56.2% |
| 3Y | -21.2% | +181.2% | -202.4% | -26.8% |
| All | -19.9% | +189.7% | -209.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling