+102.9%
SFM vs URA
+85.7%
+17.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | -0.1% | +1.1% | -1.1% | -0.2% |
| 30D | -4.4% | +7.4% | -11.8% | -5.4% |
| 3M | +1.5% | -8.4% | +9.9% | +2.3% |
| 6M | +6.5% | -12.7% | +19.2% | +7.2% |
| YTD | +2.2% | +7.8% | -5.6% | -1.2% |
| 1Y | -41.9% | +19.5% | -61.3% | -45.3% |
| 3Y | +106.8% | +116.4% | -9.7% | +72.1% |
| 5Y | +231.6% | +134.3% | +97.3% | +162.9% |
| 10Y | +258.4% | +359.3% | -100.8% | +125.7% |
| All | +102.9% | +85.7% | +17.2% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling