-26.3%
USAR vs SW
+30.2%
-56.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.5% | -8.0% | -9.4% |
| 7D | -29.5% | +4.7% | -34.1% | -29.8% |
| 30D | -46.0% | +5.0% | -51.0% | -46.3% |
| 3M | -56.8% | -7.3% | -49.4% | -56.5% |
| 6M | -72.9% | +15.0% | -87.9% | -73.2% |
| YTD | -37.6% | +18.5% | -56.2% | -38.3% |
| 1Y | -56.0% | +27.1% | -83.1% | -56.4% |
| 3Y | -27.5% | +49.3% | -76.9% | -28.6% |
| All | -26.3% | +30.2% | -56.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling