-37.4%
SFM vs URA
-29.1%
-8.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.3% |
| 7D | -0.4% | +4.5% | -4.9% | 0.0% |
| 30D | -19.2% | -13.4% | -5.8% | -20.0% |
| 3M | -40.3% | -28.4% | -11.9% | -41.7% |
| 6M | -40.9% | -40.5% | -0.4% | -43.5% |
| YTD | -35.5% | -24.3% | -11.2% | -38.6% |
| 1Y | -37.4% | -28.8% | -8.6% | -40.4% |
| All | -37.4% | -29.1% | -8.3% | -40.4% |
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