+22.7%
USB vs SFM
+118.6%
-95.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.7% |
| 7D | -1.5% | +7.5% | -9.0% | -2.1% |
| 30D | +4.3% | -20.8% | +25.1% | +5.9% |
| 3M | -6.1% | -39.4% | +33.3% | -2.4% |
| 6M | +9.4% | -34.5% | +43.9% | +12.5% |
| YTD | +15.2% | -35.2% | +50.4% | +18.3% |
| 1Y | +32.8% | -35.3% | +68.1% | +36.2% |
| 3Y | +91.3% | +23.9% | +67.4% | +78.0% |
| 5Y | +22.7% | +113.8% | -91.2% | -2.1% |
| All | +22.7% | +118.6% | -95.9% | -2.1% |
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