-35.7%
AUR vs SFM
+182.2%
-217.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +1.4% | -10.6% | +12.0% | +3.2% |
| 30D | -6.4% | -15.5% | +9.1% | -4.0% |
| 3M | +7.7% | -17.4% | +25.1% | +10.6% |
| 6M | +44.5% | -3.4% | +47.9% | +43.2% |
| YTD | +67.4% | -8.7% | +76.1% | +66.9% |
| 1Y | +15.4% | -47.2% | +62.6% | +26.7% |
| 3Y | +94.8% | +82.7% | +12.1% | +88.4% |
| 5Y | -35.1% | +214.3% | -249.4% | -41.7% |
| All | -35.7% | +182.2% | -217.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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