+132.7%
SFM vs USFR
+27.5%
+105.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -4.4% | +0.3% | -4.7% | -4.5% |
| 3M | +1.5% | +1.0% | +0.5% | +1.2% |
| 6M | +6.5% | +1.9% | +4.5% | +5.9% |
| YTD | +2.2% | +2.6% | -0.4% | +1.4% |
| 1Y | -41.9% | +4.0% | -45.9% | -42.5% |
| 3Y | +106.8% | +14.1% | +92.7% | +99.6% |
| 5Y | +231.6% | +20.4% | +211.2% | +216.4% |
| 10Y | +258.4% | +28.0% | +230.4% | +236.3% |
| All | +132.7% | +27.5% | +105.2% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling