+82.6%
SMR vs USFR
+14.0%
+68.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.3% |
| 30D | +17.8% | +0.3% | +17.5% | +19.3% |
| 3M | +8.1% | +1.0% | +7.1% | +12.0% |
| 6M | -11.1% | +1.9% | -13.0% | -6.8% |
| YTD | -23.7% | +2.7% | -26.4% | -20.2% |
| 1Y | -69.4% | +4.0% | -73.4% | -67.7% |
| All | +82.6% | +14.0% | +68.6% | +492.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling