-19.7%
USAR vs STT
+165.4%
-185.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.8% |
| 7D | -14.5% | -2.5% | -12.0% | -13.3% |
| 30D | -37.8% | -5.0% | -32.9% | -36.1% |
| 3M | -52.8% | -10.5% | -42.3% | -50.2% |
| 6M | -71.2% | +10.0% | -81.3% | -71.8% |
| YTD | -30.9% | +30.7% | -61.6% | -35.0% |
| 1Y | -48.0% | +43.8% | -91.8% | -51.5% |
| 3Y | -19.7% | +168.1% | -187.8% | -23.8% |
| All | -19.7% | +165.4% | -185.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling