+74.9%
USAR vs SFM
+116.6%
-41.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.3% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +2.6% | -4.4% | +7.0% | +2.3% |
| 3M | -35.0% | +1.5% | -36.5% | -34.9% |
| 6M | -6.9% | +6.5% | -13.3% | -7.1% |
| YTD | +48.0% | +2.2% | +45.8% | +47.3% |
| 1Y | +24.8% | -41.9% | +66.7% | +23.6% |
| 3Y | +73.2% | +106.8% | -33.5% | +71.4% |
| All | +74.9% | +116.6% | -41.7% | +72.9% |
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 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