+73.0%
USAR vs SW
+19.6%
+53.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | -2.1% | -5.1% | +3.0% | -1.7% |
| 30D | +2.6% | -4.6% | +7.2% | +3.0% |
| 3M | -35.0% | +9.4% | -44.4% | -35.4% |
| 6M | -6.9% | +3.5% | -10.4% | -8.7% |
| YTD | +48.0% | +22.0% | +26.0% | +46.1% |
| 1Y | +24.8% | +2.2% | +22.6% | +21.5% |
| All | +73.0% | +19.6% | +53.4% | +70.7% |
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