+91.7%
USB vs SFM
+138.2%
-46.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +5.8% | -24.8% | +30.6% | +8.6% |
| 3M | -6.0% | -43.7% | +37.7% | -0.4% |
| 6M | +7.8% | -37.3% | +45.0% | +12.3% |
| YTD | +14.6% | -38.4% | +53.0% | +19.1% |
| 1Y | +31.8% | -36.9% | +68.7% | +36.5% |
| 3Y | +91.5% | +20.7% | +70.9% | +77.6% |
| 5Y | +22.0% | +103.5% | -81.4% | +3.0% |
| All | +91.7% | +138.2% | -46.5% | +52.2% |
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 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