-49.3%
SM vs USFR
+27.5%
-76.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +26.3% | +0.3% | +26.0% | +25.7% |
| 3M | +8.7% | +1.0% | +7.7% | +6.8% |
| 6M | +51.7% | +1.9% | +49.7% | +46.8% |
| YTD | +99.0% | +2.6% | +96.4% | +90.5% |
| 1Y | +34.6% | +4.0% | +30.6% | +25.9% |
| 3Y | -7.8% | +14.1% | -21.9% | -26.7% |
| 5Y | +104.8% | +20.4% | +84.4% | +47.2% |
| 10Y | +7.2% | +28.0% | -20.8% | -29.0% |
| All | -49.3% | +27.5% | -76.9% | -71.3% |
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 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