+148.3%
USB vs SFM
+47.4%
+100.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.5% |
| 7D | -1.5% | +7.5% | -9.0% | -2.3% |
| 30D | +4.3% | -20.8% | +25.1% | +6.5% |
| 3M | -6.1% | -39.4% | +33.3% | -1.3% |
| 6M | +9.4% | -34.5% | +43.9% | +13.5% |
| YTD | +15.2% | -35.2% | +50.4% | +19.1% |
| 1Y | +32.8% | -35.3% | +68.1% | +37.2% |
| 3Y | +91.3% | +23.9% | +67.4% | +78.2% |
| 5Y | +22.7% | +113.8% | -91.2% | +4.4% |
| 10Y | +97.0% | +152.0% | -54.9% | +56.8% |
| All | +148.3% | +47.4% | +100.9% | +109.3% |
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