+12.5%
A vs SFM
+105.4%
-92.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.1% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +3.4% | -24.8% | +28.1% | +5.5% |
| 3M | +23.8% | -43.7% | +67.5% | +29.9% |
| 6M | +49.0% | -37.3% | +86.3% | +53.7% |
| YTD | +29.4% | -38.4% | +67.8% | +33.2% |
| 1Y | +19.4% | -36.9% | +56.3% | +22.4% |
| 3Y | +66.2% | +20.7% | +45.5% | +47.7% |
| All | +12.5% | +105.4% | -92.8% | -10.3% |
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 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