+157.4%
ALL vs SFM
+108.0%
+49.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.6% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | -4.4% | +2.9% | -1.2% |
| 3M | +23.6% | +1.5% | +22.1% | +23.3% |
| 6M | +22.3% | +6.5% | +15.9% | +21.3% |
| YTD | +26.5% | +2.2% | +24.3% | +25.8% |
| 1Y | +27.0% | -41.9% | +68.9% | +33.5% |
| All | +157.4% | +108.0% | +49.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling