+291.9%
SFM vs URA
+371.9%
-80.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -6.8% |
| 7D | -5.8% | +8.1% | -13.9% | -6.6% |
| 30D | -11.4% | +5.8% | -17.1% | -12.0% |
| 3M | -12.2% | +3.4% | -15.6% | -12.8% |
| 6M | -5.2% | -2.6% | -2.5% | -5.8% |
| YTD | -4.5% | +11.2% | -15.6% | -7.6% |
| 1Y | -45.4% | +19.8% | -65.2% | -48.1% |
| 3Y | +91.1% | +121.5% | -30.4% | +62.6% |
| 5Y | +226.8% | +134.5% | +92.3% | +168.6% |
| 10Y | +291.9% | +376.7% | -84.8% | +144.9% |
| All | +291.9% | +371.9% | -80.0% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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