-13.0%
USAR vs SFM
+31.9%
-44.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.6% |
| 7D | -1.1% | -10.2% | +9.2% | -1.8% |
| 30D | -30.3% | -23.9% | -6.4% | -31.0% |
| 3M | -54.7% | -42.3% | -12.4% | -55.9% |
| 6M | -67.5% | -40.1% | -27.4% | -68.2% |
| YTD | -26.4% | -37.8% | +11.4% | -28.4% |
| 1Y | -49.5% | -37.1% | -12.5% | -50.9% |
| 3Y | -14.5% | +21.5% | -36.0% | -17.2% |
| All | -13.0% | +31.9% | -44.9% | -15.9% |
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