+28.1%
SFM vs URA
+30.5%
-2.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.1% |
| 7D | -0.4% | +4.5% | -4.9% | -1.1% |
| 30D | -19.2% | -13.4% | -5.8% | -17.8% |
| 3M | -40.3% | -28.4% | -11.9% | -37.9% |
| 6M | -40.9% | -40.5% | -0.4% | -37.2% |
| YTD | -35.5% | -24.3% | -11.2% | -34.9% |
| 1Y | -37.4% | -28.8% | -8.6% | -36.4% |
| 3Y | +25.5% | +37.6% | -12.1% | +11.0% |
| 5Y | +113.0% | +30.7% | +82.3% | +86.0% |
| 10Y | +136.3% | +266.8% | -130.5% | +50.3% |
| All | +28.1% | +30.5% | -2.4% | +7.4% |
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 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