-3.6%
SMR vs USFR
+20.2%
-23.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | +0.1% | +4.4% | +4.6% |
| 30D | +3.4% | +0.3% | +3.1% | +4.4% |
| 3M | -19.2% | +1.0% | -20.2% | -17.3% |
| 6M | -22.6% | +1.9% | -24.6% | -20.3% |
| YTD | -31.5% | +2.6% | -34.2% | -29.6% |
| 1Y | -73.1% | +4.0% | -77.1% | -72.2% |
| 3Y | +55.0% | +14.1% | +40.8% | +169.9% |
| All | -3.6% | +20.2% | -23.8% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling