-35.0%
SFM vs UUUU
-55.1%
+20.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.5% | +3.6% |
| 7D | -12.3% | -14.4% | +2.2% | -12.7% |
| 30D | -16.2% | -33.6% | +17.4% | -17.0% |
| 3M | -36.8% | -44.2% | +7.4% | -37.6% |
| 6M | -32.6% | -66.8% | +34.2% | -34.9% |
| YTD | -31.7% | -50.6% | +18.9% | -35.8% |
| 1Y | -35.0% | -57.8% | +22.8% | -38.4% |
| All | -35.0% | -55.1% | +20.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling