+155.3%
URI vs SFM
+23.6%
+131.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.8% |
| 7D | +2.6% | -7.1% | +9.6% | +3.3% |
| 30D | +9.1% | -21.4% | +30.5% | +11.2% |
| 3M | +1.0% | -40.1% | +41.1% | +6.2% |
| 6M | +23.3% | -38.0% | +61.4% | +28.6% |
| YTD | +43.3% | -36.5% | +79.8% | +48.1% |
| 1Y | +35.9% | -35.2% | +71.1% | +39.6% |
| All | +155.3% | +23.6% | +131.6% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling