+546.8%
ALL vs SFM
+40.3%
+506.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| 3M | -7.0% | -43.7% | +36.7% | -1.0% |
| 6M | +18.0% | -37.3% | +55.3% | +23.6% |
| YTD | +24.2% | -38.4% | +62.6% | +29.8% |
| 1Y | +31.2% | -36.9% | +68.1% | +36.6% |
| 3Y | +107.5% | +20.7% | +86.9% | +94.8% |
| 5Y | +144.8% | +103.5% | +41.3% | +110.9% |
| 10Y | +375.8% | +139.7% | +236.0% | +289.3% |
| All | +546.8% | +40.3% | +506.5% | +462.1% |
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 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