+59.3%
USAR vs SFM
+92.1%
-32.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.7% | -6.0% |
| 7D | -9.3% | -8.8% | -0.6% | -9.8% |
| 30D | -15.2% | -14.5% | -0.7% | -16.0% |
| 3M | -21.1% | -16.8% | -4.3% | -22.0% |
| 6M | -21.6% | -5.3% | -16.2% | -22.3% |
| YTD | +34.8% | -9.4% | +44.2% | +33.2% |
| 1Y | +15.6% | -46.2% | +61.8% | +13.8% |
| 3Y | +57.7% | +81.3% | -23.6% | +55.0% |
| All | +59.3% | +92.1% | -32.8% | +56.4% |
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 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