+216.6%
ACN vs SFM
+132.6%
+84.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.7% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +9.4% | -4.4% | +13.7% | +9.9% |
| 3M | +5.6% | +1.5% | +4.1% | +5.0% |
| 6M | -9.3% | +6.5% | -15.7% | -10.7% |
| YTD | -29.0% | +2.2% | -31.1% | -29.8% |
| 1Y | -24.7% | -41.9% | +17.2% | -20.2% |
| 3Y | -39.8% | +106.8% | -146.6% | -47.0% |
| 5Y | -40.9% | +231.6% | -272.5% | -51.8% |
| 10Y | +91.1% | +258.4% | -167.3% | +48.4% |
| All | +216.6% | +132.6% | +84.0% | +158.1% |
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