+1,218.8%
URI vs SFM
+146.8%
+1,072.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.0% | +5.9% | +6.7% |
| 7D | -4.0% | -10.2% | +6.2% | -2.3% |
| 30D | +6.8% | -23.9% | +30.7% | +10.9% |
| 3M | -2.8% | -42.3% | +39.4% | +5.8% |
| 6M | +20.9% | -40.1% | +61.0% | +29.9% |
| YTD | +40.2% | -37.8% | +78.0% | +48.2% |
| 1Y | +34.1% | -37.1% | +71.2% | +41.2% |
| 3Y | +164.1% | +21.5% | +142.6% | +135.7% |
| 5Y | +199.3% | +103.8% | +95.6% | +134.2% |
| 10Y | +1,218.8% | +142.0% | +1,076.9% | +872.3% |
| All | +1,218.8% | +146.8% | +1,072.0% | +872.3% |
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