-19.9%
USAR vs SW
+42.5%
-62.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.1% | -9.9% | -6.2% |
| 7D | -21.8% | +12.1% | -33.8% | -22.7% |
| 30D | -39.9% | +6.6% | -46.5% | -40.3% |
| 3M | -52.5% | -6.0% | -46.5% | -52.3% |
| 6M | -67.9% | +21.5% | -89.4% | -68.3% |
| YTD | -31.1% | +20.3% | -51.4% | -32.0% |
| 1Y | -49.8% | +28.1% | -78.0% | -50.4% |
| All | -19.9% | +42.5% | -62.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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