+7.5%
SMR vs USFR
+20.3%
-12.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.2% |
| 30D | +17.8% | +0.3% | +17.5% | +18.7% |
| 3M | +8.1% | +1.0% | +7.1% | +10.6% |
| 6M | -11.1% | +1.9% | -13.0% | -8.3% |
| YTD | -23.7% | +2.7% | -26.4% | -21.5% |
| 1Y | -69.4% | +4.0% | -73.4% | -68.4% |
| 3Y | +82.6% | +14.0% | +68.6% | +217.7% |
| All | +7.5% | +20.3% | -12.8% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling