+83.1%
SM vs USFR
+4.1%
+79.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | +9.4% | +0.1% | +9.3% | +8.9% |
| 30D | -14.4% | +0.4% | -14.7% | -16.4% |
| 3M | +1.6% | +1.1% | +0.5% | -9.2% |
| 6M | +6.3% | +2.0% | +4.3% | -14.2% |
| YTD | +78.8% | +3.5% | +75.3% | +61.6% |
| 1Y | +83.1% | +4.1% | +79.1% | +89.4% |
| All | +83.1% | +4.1% | +79.1% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling