+21.3%
AR vs SFM
-41.4%
+62.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +14.8% | -4.4% | +19.2% | +15.3% |
| 3M | +6.2% | +1.5% | +4.7% | +5.9% |
| 6M | +4.3% | +6.5% | -2.2% | +3.1% |
| YTD | +14.4% | +2.2% | +12.2% | +13.9% |
| 1Y | +21.3% | -41.9% | +63.2% | +28.1% |
| All | +21.3% | -41.4% | +62.8% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling