-45.4%
SFM vs URA
+20.2%
-65.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -6.3% |
| 7D | -5.8% | +8.1% | -13.9% | -5.3% |
| 30D | -11.4% | +5.8% | -17.1% | -11.0% |
| 3M | -12.2% | +3.4% | -15.6% | -12.3% |
| 6M | -5.2% | -2.6% | -2.5% | -5.5% |
| YTD | -4.5% | +11.2% | -15.6% | -5.7% |
| 1Y | -45.4% | +19.8% | -65.2% | -43.7% |
| All | -45.4% | +20.2% | -65.6% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling