+410.7%
A vs SFM
+132.6%
+278.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | +6.9% | -4.4% | +11.3% | +7.3% |
| 3M | +9.2% | +1.5% | +7.7% | +8.5% |
| 6M | +25.7% | +6.5% | +19.2% | +23.5% |
| YTD | +11.5% | +2.2% | +9.4% | +10.0% |
| 1Y | +18.4% | -41.9% | +60.2% | +25.2% |
| 3Y | +26.6% | +106.8% | -80.2% | +9.7% |
| 5Y | -12.8% | +231.6% | -244.4% | -30.7% |
| 10Y | +247.2% | +258.4% | -11.2% | +158.9% |
| All | +410.7% | +132.6% | +278.1% | +314.8% |
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