-53.7%
SMR vs USFR
+21.2%
-74.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.2% |
| 7D | -8.3% | +0.1% | -8.3% | -8.0% |
| 30D | -20.1% | +0.4% | -20.4% | -18.7% |
| 3M | -52.7% | +1.1% | -53.7% | -50.6% |
| 6M | -61.0% | +2.0% | -63.1% | -58.6% |
| YTD | -67.1% | +3.5% | -70.6% | -64.9% |
| 1Y | -79.9% | +4.1% | -84.0% | -78.5% |
| 3Y | +101.7% | +14.4% | +87.4% | +255.9% |
| All | -53.7% | +21.2% | -74.9% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling