-14.9%
A vs SFM
+219.5%
-234.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.0% |
| 7D | -2.1% | -5.8% | +3.8% | -1.5% |
| 30D | +0.6% | -11.4% | +12.0% | +1.7% |
| 3M | +10.9% | -12.2% | +23.1% | +12.0% |
| 6M | +28.2% | -5.2% | +33.3% | +27.7% |
| YTD | +8.6% | -4.5% | +13.0% | +7.9% |
| 1Y | +15.5% | -45.4% | +60.9% | +23.0% |
| 3Y | +31.8% | +91.1% | -59.3% | +13.4% |
| 5Y | -14.9% | +226.8% | -241.7% | -31.5% |
| All | -14.9% | +219.5% | -234.4% | -31.5% |
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