+47.2%
AR vs SFM
+27.3%
+19.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +7.4% | +6.0% | +1.3% | +6.5% |
| 30D | +5.8% | -19.5% | +25.2% | +8.3% |
| 3M | +5.2% | -37.0% | +42.2% | +11.7% |
| 6M | +5.4% | -41.0% | +46.5% | +12.8% |
| YTD | +12.4% | -34.6% | +47.1% | +17.6% |
| 1Y | +12.8% | -36.3% | +49.1% | +18.5% |
| 3Y | +47.2% | +24.5% | +22.6% | +57.4% |
| All | +47.2% | +27.3% | +19.8% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling