+216.6%
SFM vs UUUU
+79.1%
+137.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.9% |
| 7D | -10.6% | -10.5% | -0.1% | -10.4% |
| 30D | -15.5% | -10.5% | -5.0% | -15.2% |
| 3M | -17.4% | -14.1% | -3.3% | -17.3% |
| 6M | -3.4% | -35.5% | +32.0% | -2.8% |
| YTD | -8.7% | -10.9% | +2.3% | -9.9% |
| 1Y | -47.2% | +3.4% | -50.5% | -49.0% |
| 3Y | +82.7% | +73.1% | +9.6% | +64.3% |
| All | +216.6% | +79.1% | +137.5% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling