+19.1%
AA vs SFM
+219.5%
-200.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.0% | +4.6% |
| 7D | +1.7% | -5.8% | +7.5% | +2.6% |
| 30D | +3.3% | -11.4% | +14.7% | +5.1% |
| 3M | -29.4% | -12.2% | -17.2% | -28.4% |
| 6M | -12.8% | -5.2% | -7.7% | -13.5% |
| YTD | -2.1% | -4.5% | +2.3% | -3.5% |
| 1Y | +62.8% | -45.4% | +108.1% | +81.8% |
| 3Y | +90.5% | +91.1% | -0.6% | +51.2% |
| 5Y | +19.1% | +226.8% | -207.7% | -15.7% |
| All | +19.1% | +219.5% | -200.5% | -15.7% |
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