+133.6%
SFM vs USFR
+28.6%
+105.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +6.0% | +0.1% | +6.0% | +6.1% |
| 30D | -19.5% | +0.4% | -19.8% | -19.3% |
| 3M | -37.0% | +1.1% | -38.1% | -36.6% |
| 6M | -41.0% | +2.0% | -43.0% | -40.3% |
| YTD | -34.6% | +3.5% | -38.1% | -33.1% |
| 1Y | -36.3% | +4.1% | -40.3% | -34.4% |
| 3Y | +24.5% | +14.4% | +10.2% | +38.8% |
| 5Y | +115.9% | +21.4% | +94.5% | +156.7% |
| All | +133.6% | +28.6% | +105.1% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling