-14.8%
AA vs SFM
+105.4%
-120.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.8% | +3.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | -6.7% | -24.8% | +18.1% | -3.2% |
| 3M | -16.3% | -43.7% | +27.3% | -9.3% |
| 6M | -37.1% | -37.3% | +0.1% | -33.8% |
| YTD | -25.0% | -38.4% | +13.4% | -21.4% |
| 1Y | +8.6% | -36.9% | +45.5% | +13.0% |
| 3Y | +57.2% | +20.7% | +36.6% | +32.4% |
| All | -14.8% | +105.4% | -120.2% | -37.8% |
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 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