+114.0%
SM vs USFR
+20.5%
+93.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.8% |
| 7D | -0.2% | +0.1% | -0.2% | +0.1% |
| 30D | +31.5% | +0.3% | +31.2% | +33.1% |
| 3M | +17.3% | +1.0% | +16.4% | +22.1% |
| 6M | +48.5% | +1.9% | +46.6% | +61.7% |
| YTD | +106.3% | +2.7% | +103.6% | +133.3% |
| 1Y | +47.3% | +4.0% | +43.3% | +78.6% |
| 3Y | -1.4% | +14.0% | -15.5% | +91.3% |
| 5Y | +114.0% | +20.4% | +93.6% | +402.9% |
| All | +114.0% | +20.5% | +93.6% | +402.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling