+273.0%
SFM vs USFR
+28.0%
+245.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -7.2% | +0.1% | -7.2% | -7.1% |
| 30D | -14.3% | +0.3% | -14.6% | -14.2% |
| 3M | -13.7% | +1.0% | -14.7% | -13.2% |
| 6M | -6.0% | +1.9% | -8.0% | -4.9% |
| YTD | -8.2% | +2.7% | -10.9% | -6.6% |
| 1Y | -46.2% | +4.0% | -50.2% | -44.8% |
| 3Y | +83.6% | +14.0% | +69.5% | +103.3% |
| 5Y | +212.7% | +20.4% | +192.3% | +266.0% |
| 10Y | +273.0% | +28.0% | +245.0% | +377.5% |
| All | +273.0% | +28.0% | +245.0% | +377.5% |
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