+73.6%
USAR vs SFM
+96.9%
-23.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | -0.1% |
| 7D | +2.3% | -5.8% | +8.1% | +2.0% |
| 30D | -8.6% | -11.4% | +2.7% | -9.3% |
| 3M | -20.5% | -12.2% | -8.3% | -21.2% |
| 6M | +1.2% | -5.2% | +6.4% | +0.2% |
| YTD | +48.4% | -4.5% | +52.9% | +47.1% |
| 1Y | +30.6% | -45.4% | +76.0% | +28.7% |
| 3Y | +73.6% | +91.1% | -17.4% | +72.2% |
| All | +73.6% | +96.9% | -23.2% | +72.2% |
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