-45.1%
USAR vs SFM
-36.8%
-8.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.3% |
| 7D | -0.8% | +6.0% | -6.8% | -0.1% |
| 30D | -20.9% | -19.5% | -1.5% | -21.9% |
| 3M | -56.2% | -37.0% | -19.1% | -58.0% |
| 6M | -67.9% | -41.0% | -26.9% | -69.3% |
| YTD | -31.4% | -34.6% | +3.2% | -38.8% |
| 1Y | -45.1% | -36.3% | -8.8% | -50.6% |
| All | -45.1% | -36.8% | -8.3% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling