-4.3%
SM vs USFR
+21.4%
-25.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -19.5% | +0.1% | -19.6% | -19.3% |
| 30D | -20.2% | +0.4% | -20.6% | -19.3% |
| 3M | -6.5% | +1.1% | -7.6% | -3.9% |
| 6M | +1.6% | +2.1% | -0.5% | +7.4% |
| YTD | +61.2% | +3.4% | +57.8% | +79.1% |
| 1Y | +65.4% | +4.1% | +61.3% | +87.9% |
| 3Y | -13.0% | +14.4% | -27.4% | +38.2% |
| 5Y | -4.3% | +21.4% | -25.7% | +53.3% |
| All | -4.3% | +21.4% | -25.7% | +53.3% |
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