+22.4%
SFM vs URA
+30.4%
-8.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.4% | -9.2% | -5.4% |
| 7D | -1.2% | -4.1% | +2.9% | -0.7% |
| 30D | -24.8% | -19.0% | -5.8% | -22.8% |
| 3M | -43.7% | -25.1% | -18.6% | -41.7% |
| 6M | -37.3% | -44.5% | +7.2% | -32.8% |
| YTD | -38.4% | -24.3% | -14.1% | -37.8% |
| 1Y | -36.9% | -28.1% | -8.8% | -35.9% |
| 3Y | +20.7% | +40.7% | -20.0% | +6.4% |
| 5Y | +103.5% | +35.5% | +68.0% | +76.4% |
| 10Y | +139.7% | +281.2% | -141.4% | +50.9% |
| All | +22.4% | +30.4% | -8.0% | +2.7% |
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 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