+1,912.2%
URI vs SFM
+44.5%
+1,867.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.5% |
| 7D | +2.4% | -7.1% | +9.5% | +3.9% |
| 30D | +8.9% | -21.4% | +30.3% | +12.9% |
| 3M | +0.8% | -40.1% | +40.9% | +10.0% |
| 6M | +23.1% | -38.0% | +61.2% | +32.6% |
| YTD | +43.1% | -36.5% | +79.6% | +51.6% |
| 1Y | +35.7% | -35.2% | +70.9% | +42.9% |
| 3Y | +158.2% | +23.5% | +134.7% | +127.4% |
| 5Y | +212.6% | +109.7% | +102.9% | +137.0% |
| 10Y | +1,210.8% | +132.6% | +1,078.2% | +802.6% |
| All | +1,912.2% | +44.5% | +1,867.7% | +1,517.5% |
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 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