+558.9%
ALL vs SFM
+132.6%
+426.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | -4.4% | +2.9% | -1.0% |
| 3M | +23.6% | +1.5% | +22.1% | +23.1% |
| 6M | +22.3% | +6.5% | +15.9% | +20.7% |
| YTD | +26.5% | +2.2% | +24.3% | +25.2% |
| 1Y | +27.0% | -41.9% | +68.9% | +34.1% |
| 3Y | +149.6% | +106.8% | +42.8% | +120.7% |
| 5Y | +118.1% | +231.6% | -113.5% | +78.2% |
| 10Y | +369.0% | +258.4% | +110.5% | +265.2% |
| All | +558.9% | +132.6% | +426.3% | +442.2% |
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