+203.4%
URI vs SFM
+230.0%
-26.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -12.9% | -4.4% | -8.6% | -12.4% |
| 3M | -6.7% | +1.5% | -8.3% | -7.4% |
| 6M | +19.0% | +6.5% | +12.5% | +16.1% |
| YTD | +25.5% | +2.2% | +23.4% | +23.2% |
| 1Y | +5.5% | -41.9% | +47.4% | +16.4% |
| 3Y | +111.3% | +106.8% | +4.6% | +71.7% |
| All | +203.4% | +230.0% | -26.6% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling