+91.1%
SFM vs USFR
+14.0%
+77.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.6% |
| 7D | -5.8% | +0.1% | -5.9% | -6.0% |
| 30D | -11.4% | +0.3% | -11.7% | -12.1% |
| 3M | -12.2% | +1.0% | -13.2% | -13.9% |
| 6M | -5.2% | +1.9% | -7.1% | -7.6% |
| YTD | -4.5% | +2.7% | -7.1% | -6.4% |
| 1Y | -45.4% | +4.0% | -49.4% | -46.1% |
| 3Y | +91.1% | +14.0% | +77.1% | +141.7% |
| All | +91.1% | +14.0% | +77.1% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling