-0.7%
AGG vs SFM
-46.0%
+45.3%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -10.6% | +9.6% | -1.0% |
| 30D | -1.1% | -15.5% | +14.3% | -1.1% |
| 3M | -1.9% | -17.4% | +15.5% | -1.9% |
| 6M | -1.7% | -3.4% | +1.7% | -1.7% |
| YTD | -1.3% | -8.7% | +7.4% | -1.3% |
| 1Y | -0.7% | -47.2% | +46.4% | -0.3% |
| All | -0.7% | -46.0% | +45.3% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling