-54.4%
SM vs USFR
+28.6%
-83.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +10.6% | +0.1% | +10.5% | +10.5% |
| 30D | -15.0% | +0.4% | -15.4% | -15.5% |
| 3M | +1.7% | +1.0% | +0.6% | -0.1% |
| 6M | +5.9% | +2.0% | +3.8% | +2.3% |
| YTD | +79.0% | +3.4% | +75.6% | +69.0% |
| 1Y | +84.7% | +4.1% | +80.6% | +72.5% |
| 3Y | -3.5% | +14.4% | -17.9% | -23.5% |
| 5Y | +4.9% | +21.4% | -16.4% | -25.6% |
| 10Y | +17.7% | +28.5% | -10.9% | -22.8% |
| All | -54.4% | +28.6% | -83.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling