+20.3%
SM vs USFR
+28.0%
-7.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +20.3% | +0.3% | +20.0% | +19.4% |
| 3M | +22.9% | +1.0% | +21.9% | +19.7% |
| 6M | +47.8% | +1.9% | +45.9% | +40.3% |
| YTD | +107.5% | +2.7% | +104.8% | +93.4% |
| 1Y | +51.7% | +4.0% | +47.8% | +36.6% |
| 3Y | -0.9% | +14.0% | -14.9% | -32.0% |
| 5Y | +112.2% | +20.4% | +91.8% | +19.2% |
| 10Y | +20.3% | +28.0% | -7.7% | -31.9% |
| All | +20.3% | +28.0% | -7.7% | -31.9% |
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