+54.5%
USAR vs SYY
+24.1%
+30.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -2.9% |
| 7D | -11.6% | +3.9% | -15.6% | -11.5% |
| 30D | -15.5% | -1.7% | -13.7% | -15.5% |
| 3M | -31.0% | +5.2% | -36.2% | -31.0% |
| 6M | -26.2% | -0.2% | -26.0% | -26.6% |
| YTD | +30.8% | +15.4% | +15.4% | +31.9% |
| 1Y | +7.1% | +5.6% | +1.5% | +7.2% |
| 3Y | +53.0% | +28.9% | +24.1% | +57.1% |
| All | +54.5% | +24.1% | +30.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling