-70.2%
SMR vs USFR
+4.0%
-74.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.1% |
| 7D | +4.7% | +0.1% | +4.6% | +6.6% |
| 30D | +3.2% | +0.3% | +2.9% | +12.4% |
| 3M | +9.9% | +1.0% | +8.9% | +34.8% |
| 6M | -15.1% | +1.9% | -17.1% | +9.3% |
| YTD | -27.9% | +2.7% | -30.6% | -22.0% |
| 1Y | -70.2% | +4.0% | -74.2% | -78.3% |
| All | -70.2% | +4.0% | -74.2% | -78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling