+938.3%
ADI vs SFM
+39.6%
+898.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -6.3% | -6.9% | +0.6% | -5.5% |
| 30D | -3.2% | -25.0% | +21.8% | -0.5% |
| 3M | +2.8% | -42.7% | +45.5% | +8.9% |
| 6M | -5.0% | -41.0% | +36.0% | -0.2% |
| YTD | +46.3% | -38.7% | +85.0% | +52.0% |
| 1Y | +71.6% | -38.1% | +109.8% | +78.0% |
| 3Y | +139.2% | +19.3% | +119.8% | +123.6% |
| 5Y | +136.4% | +103.1% | +33.3% | +101.9% |
| 10Y | +636.2% | +131.1% | +505.2% | +487.3% |
| All | +938.3% | +39.6% | +898.7% | +805.6% |
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