+11.9%
SM vs USFR
+28.5%
-16.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -17.3% | +0.4% | -17.7% | -18.2% |
| 3M | -3.6% | +1.1% | -4.7% | -6.6% |
| 6M | +2.9% | +2.1% | +0.8% | -3.0% |
| YTD | +70.2% | +3.4% | +66.8% | +54.4% |
| 1Y | +66.5% | +4.1% | +62.4% | +48.5% |
| 3Y | -8.2% | +14.4% | -22.6% | -38.8% |
| 5Y | -1.5% | +21.4% | -22.9% | -47.8% |
| 10Y | +11.9% | +28.5% | -16.6% | -45.2% |
| All | +11.9% | +28.5% | -16.6% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling