+82.2%
UBER vs SFM
+261.9%
-179.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.5% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +11.1% | -4.4% | +15.5% | +11.4% |
| 3M | +4.9% | +1.5% | +3.4% | +4.6% |
| 6M | -1.2% | +6.5% | -7.6% | -2.1% |
| YTD | -7.3% | +2.2% | -9.5% | -7.9% |
| 1Y | -17.6% | -41.9% | +24.3% | -14.3% |
| 3Y | +61.1% | +106.8% | -45.7% | +51.0% |
| 5Y | +87.9% | +231.6% | -143.7% | +69.9% |
| All | +82.2% | +261.9% | -179.7% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling