-14.4%
SMR vs USFR
+20.4%
-34.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.8% | -15.4% |
| 7D | -11.2% | +0.1% | -11.4% | -10.8% |
| 30D | -10.2% | +0.4% | -10.6% | -9.2% |
| 3M | -10.0% | +1.0% | -11.1% | -7.7% |
| 6M | -30.5% | +2.0% | -32.4% | -28.0% |
| YTD | -39.2% | +2.8% | -42.0% | -37.2% |
| 1Y | -75.5% | +4.1% | -79.6% | -74.6% |
| 3Y | +45.4% | +14.1% | +31.3% | +154.1% |
| All | -14.4% | +20.4% | -34.8% | +63.0% |
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