+44.5%
SFM vs USFR
+28.6%
+16.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -7.1% | +0.1% | -7.1% | -7.1% |
| 30D | -21.4% | +0.4% | -21.8% | -21.5% |
| 3M | -40.1% | +1.1% | -41.2% | -40.3% |
| 6M | -38.0% | +2.1% | -40.1% | -38.4% |
| YTD | -36.5% | +3.4% | -40.0% | -37.2% |
| 1Y | -35.2% | +4.1% | -39.3% | -35.9% |
| 3Y | +23.5% | +14.4% | +9.1% | +19.1% |
| 5Y | +109.7% | +21.4% | +88.3% | +99.6% |
| 10Y | +132.6% | +28.5% | +104.0% | +118.1% |
| All | +44.5% | +28.6% | +16.0% | +36.4% |
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