+140.3%
AA vs SFM
+41.7%
+98.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.6% |
| 7D | +4.8% | -10.2% | +15.0% | +6.8% |
| 30D | -0.6% | -23.9% | +23.2% | +3.4% |
| 3M | -16.3% | -42.3% | +26.0% | -8.7% |
| 6M | -33.4% | -40.1% | +6.7% | -28.5% |
| YTD | -20.7% | -37.8% | +17.1% | -16.3% |
| 1Y | +12.9% | -37.1% | +50.0% | +18.8% |
| 3Y | +75.7% | +21.5% | +54.2% | +56.0% |
| 5Y | -6.8% | +103.8% | -110.6% | -27.4% |
| 10Y | +53.6% | +142.0% | -88.3% | +9.3% |
| All | +140.3% | +41.7% | +98.7% | +85.1% |
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