+145.0%
ALL vs SFM
+105.4%
+39.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.8% | +0.4% | -3.9% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | +13.8% | -24.8% | +38.5% | +16.9% |
| 3M | -7.0% | -43.7% | +36.7% | -1.2% |
| 6M | +18.0% | -37.3% | +55.3% | +23.4% |
| YTD | +24.2% | -38.4% | +62.6% | +29.7% |
| 1Y | +31.2% | -36.9% | +68.1% | +36.4% |
| 3Y | +107.5% | +20.7% | +86.9% | +91.2% |
| All | +145.0% | +105.4% | +39.7% | +90.4% |
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