+133.6%
SFM vs URA
+266.3%
-132.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +6.0% | -1.5% | +7.6% | +6.2% |
| 30D | -19.5% | -10.4% | -9.0% | -18.6% |
| 3M | -37.0% | -29.6% | -7.4% | -34.8% |
| 6M | -41.0% | -40.3% | -0.7% | -38.1% |
| YTD | -34.6% | -25.5% | -9.2% | -34.2% |
| 1Y | -36.3% | -26.4% | -9.8% | -35.8% |
| 3Y | +24.5% | +31.4% | -6.9% | +12.4% |
| 5Y | +115.9% | +28.6% | +87.3% | +92.3% |
| All | +133.6% | +266.3% | -132.7% | +44.2% |
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