+162.4%
ALL vs SFM
+116.0%
+46.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +5.0% | +6.0% | -1.0% | +4.3% |
| 30D | +13.3% | -19.5% | +32.8% | +15.5% |
| 3M | +3.2% | -37.0% | +40.2% | +8.2% |
| 6M | +25.3% | -41.0% | +66.4% | +32.1% |
| YTD | +30.5% | -34.6% | +65.1% | +35.3% |
| 1Y | +29.2% | -36.3% | +65.5% | +34.3% |
| 3Y | +119.1% | +24.5% | +94.6% | +101.4% |
| All | +162.4% | +116.0% | +46.4% | +103.9% |
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