+75.4%
USAR vs STT
+218.4%
-143.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | -8.6% | +3.9% | -12.5% | -9.9% |
| 3M | -20.5% | +19.2% | -39.7% | -25.2% |
| 6M | +1.2% | +60.4% | -59.2% | -11.1% |
| YTD | +48.4% | +51.5% | -3.1% | +31.8% |
| 1Y | +30.6% | +76.3% | -45.7% | +14.9% |
| 3Y | +73.6% | +200.7% | -127.1% | +54.9% |
| All | +75.4% | +218.4% | -143.0% | +56.4% |
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