+89.8%
SFM vs UUUU
+62.4%
+27.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -6.6% |
| 7D | -5.8% | +2.8% | -8.6% | -6.0% |
| 30D | -11.4% | +3.4% | -14.8% | -11.6% |
| 3M | -12.2% | -3.9% | -8.3% | -12.3% |
| 6M | -5.2% | -23.2% | +18.0% | -4.7% |
| YTD | -4.5% | +0.6% | -5.0% | -6.4% |
| 1Y | -45.4% | +22.9% | -68.2% | -47.9% |
| 3Y | +91.1% | +98.6% | -7.6% | +71.2% |
| 5Y | +226.8% | +130.2% | +96.6% | +180.2% |
| 10Y | +291.9% | +519.5% | -227.6% | +175.7% |
| All | +89.8% | +62.4% | +27.3% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling