+74.9%
USAR vs STT
+222.3%
-147.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +2.6% | +3.9% | -1.2% | +1.2% |
| 3M | -35.0% | +20.0% | -55.0% | -39.0% |
| 6M | -6.9% | +55.3% | -62.2% | -17.9% |
| YTD | +48.0% | +53.3% | -5.4% | +30.8% |
| 1Y | +24.8% | +74.7% | -49.9% | +9.1% |
| 3Y | +73.2% | +205.8% | -132.6% | +53.8% |
| All | +74.9% | +222.3% | -147.4% | +55.3% |
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