-41.9%
SFM vs UUUU
+27.9%
-69.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.9% |
| 7D | -0.1% | -1.4% | +1.3% | -0.2% |
| 30D | -4.4% | +16.3% | -20.7% | -3.4% |
| 3M | +1.5% | -16.7% | +18.2% | 0.0% |
| 6M | +6.5% | -33.7% | +40.1% | +3.8% |
| YTD | +2.2% | -0.5% | +2.7% | +3.1% |
| 1Y | -41.9% | +28.9% | -70.7% | -38.5% |
| All | -41.9% | +27.9% | -69.8% | -38.5% |
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