-1.4%
SM vs USFR
+14.0%
-15.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | -0.2% | +0.1% | -0.2% | 0.0% |
| 30D | +31.5% | +0.3% | +31.2% | +32.9% |
| 3M | +17.3% | +1.0% | +16.4% | +21.7% |
| 6M | +48.5% | +1.9% | +46.6% | +61.7% |
| YTD | +106.3% | +2.7% | +103.6% | +134.2% |
| 1Y | +47.3% | +4.0% | +43.3% | +80.4% |
| 3Y | -1.4% | +14.0% | -15.5% | +125.5% |
| All | -1.4% | +14.0% | -15.5% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling