+160.9%
USB vs SFM
+132.6%
+28.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -1.3% | -4.4% | +3.1% | -0.9% |
| 3M | +15.2% | +1.5% | +13.7% | +14.7% |
| 6M | +18.8% | +6.5% | +12.4% | +17.1% |
| YTD | +21.0% | +2.2% | +18.8% | +19.6% |
| 1Y | +34.0% | -41.9% | +75.9% | +41.4% |
| 3Y | +95.3% | +106.8% | -11.4% | +72.6% |
| 5Y | +40.4% | +231.6% | -191.2% | +14.3% |
| 10Y | +107.3% | +258.4% | -151.1% | +59.1% |
| All | +160.9% | +132.6% | +28.3% | +110.2% |
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 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