+492.5%
A vs SFM
+40.3%
+452.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.3% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +3.4% | -24.8% | +28.1% | +6.2% |
| 3M | +23.8% | -43.7% | +67.5% | +31.5% |
| 6M | +49.0% | -37.3% | +86.3% | +55.3% |
| YTD | +29.4% | -38.4% | +67.8% | +34.5% |
| 1Y | +19.4% | -36.9% | +56.3% | +23.6% |
| 3Y | +66.2% | +20.7% | +45.5% | +52.7% |
| 5Y | +15.8% | +103.5% | -87.7% | -3.1% |
| 10Y | +326.1% | +139.7% | +186.3% | +231.4% |
| All | +492.5% | +40.3% | +452.2% | +407.4% |
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