+129.8%
AA vs SFM
+39.6%
+90.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.1% |
| 7D | +1.2% | -6.9% | +8.1% | +2.5% |
| 30D | -5.0% | -25.0% | +20.0% | -0.9% |
| 3M | -22.2% | -42.7% | +20.5% | -15.0% |
| 6M | -36.3% | -41.0% | +4.7% | -31.4% |
| YTD | -24.2% | -38.7% | +14.5% | -19.7% |
| 1Y | +3.9% | -38.1% | +42.0% | +9.6% |
| 3Y | +67.6% | +19.3% | +48.2% | +49.3% |
| 5Y | -8.8% | +103.1% | -112.0% | -29.0% |
| 10Y | +45.0% | +131.1% | -86.1% | +4.0% |
| All | +129.8% | +39.6% | +90.1% | +77.5% |
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