-13.0%
USAR vs STT
+185.0%
-198.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.3% | +5.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -30.3% | -2.3% | -27.9% | -29.3% |
| 3M | -54.7% | -7.0% | -47.7% | -53.1% |
| 6M | -67.5% | +15.5% | -83.0% | -68.7% |
| YTD | -26.4% | +35.6% | -62.0% | -31.4% |
| 1Y | -49.5% | +47.9% | -97.4% | -53.4% |
| 3Y | -14.5% | +181.1% | -195.5% | -20.0% |
| All | -13.0% | +185.0% | -198.0% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling