-36.1%
AUR vs SFM
+212.1%
-248.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +0.2% | -8.8% | +8.9% | +1.6% |
| 30D | -8.9% | -14.5% | +5.5% | -6.8% |
| 3M | +4.6% | -16.8% | +21.5% | +7.3% |
| 6M | +44.9% | -5.3% | +50.2% | +44.0% |
| YTD | +64.8% | -9.4% | +74.2% | +64.5% |
| 1Y | +16.4% | -46.2% | +62.5% | +27.6% |
| 3Y | +85.1% | +81.3% | +3.8% | +78.3% |
| 5Y | -36.1% | +211.9% | -248.0% | -45.9% |
| All | -36.1% | +212.1% | -248.3% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling