+6.6%
AR vs SFM
-37.7%
+44.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.7% |
| 7D | -14.3% | -1.2% | -13.1% | -14.2% |
| 30D | +1.4% | -24.8% | +26.2% | +2.2% |
| 3M | +3.4% | -43.7% | +47.1% | +5.1% |
| 6M | -2.1% | -37.3% | +35.2% | -0.4% |
| YTD | +4.7% | -38.4% | +43.1% | +7.1% |
| All | +6.6% | -37.7% | +44.3% | +9.9% |
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 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