+67.6%
UBER vs SFM
+131.5%
-63.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.6% | +6.0% | -4.4% | +1.1% |
| 30D | +0.6% | -19.5% | +20.0% | +2.0% |
| 3M | -8.2% | -37.0% | +28.9% | -5.1% |
| 6M | -6.7% | -41.0% | +34.3% | -3.3% |
| YTD | -14.7% | -34.6% | +19.9% | -12.6% |
| 1Y | -24.1% | -36.3% | +12.2% | -22.0% |
| 3Y | +33.4% | +24.5% | +8.9% | +29.6% |
| 5Y | +54.5% | +115.9% | -61.4% | +44.1% |
| All | +67.6% | +131.5% | -63.9% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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