+544.2%
ALL vs SFM
+41.7%
+502.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.9% | -10.2% | +6.4% | -2.6% |
| 30D | +10.6% | -23.9% | +34.5% | +13.6% |
| 3M | -4.6% | -42.3% | +37.7% | +1.3% |
| 6M | +20.2% | -40.1% | +60.3% | +26.6% |
| YTD | +23.7% | -37.8% | +61.5% | +29.1% |
| 1Y | +27.9% | -37.1% | +65.0% | +33.2% |
| 3Y | +109.2% | +21.5% | +87.6% | +96.2% |
| 5Y | +148.0% | +103.8% | +44.2% | +113.6% |
| 10Y | +363.8% | +142.0% | +221.8% | +279.1% |
| All | +544.2% | +41.7% | +502.6% | +459.2% |
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