+141.2%
ADI vs SFM
+219.5%
-78.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.0% |
| 7D | +2.4% | -5.8% | +8.3% | +3.1% |
| 30D | -6.6% | -11.4% | +4.8% | -5.4% |
| 3M | -9.8% | -12.2% | +2.4% | -8.8% |
| 6M | +15.7% | -5.2% | +20.8% | +15.3% |
| YTD | +35.1% | -4.5% | +39.6% | +34.2% |
| 1Y | +47.7% | -45.4% | +93.1% | +59.5% |
| 3Y | +114.5% | +91.1% | +23.4% | +91.4% |
| 5Y | +141.2% | +226.8% | -85.6% | +106.1% |
| All | +141.2% | +219.5% | -78.3% | +106.1% |
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 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