+101.5%
SFM vs URA
+33.4%
+68.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.4% | -9.2% | -5.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | -24.8% | -19.0% | -5.8% | -23.6% |
| 3M | -43.7% | -25.1% | -18.6% | -42.6% |
| 6M | -37.3% | -44.5% | +7.2% | -34.7% |
| YTD | -38.4% | -24.3% | -14.1% | -38.5% |
| 1Y | -36.9% | -28.1% | -8.8% | -36.8% |
| 3Y | +20.7% | +40.7% | -20.0% | +7.7% |
| All | +101.5% | +33.4% | +68.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling