+147.2%
AR vs SFM
+230.0%
-82.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +14.8% | -4.4% | +19.2% | +15.5% |
| 3M | +6.2% | +1.5% | +4.7% | +5.5% |
| 6M | +4.3% | +6.5% | -2.2% | +2.2% |
| YTD | +14.4% | +2.2% | +12.2% | +12.6% |
| 1Y | +21.3% | -41.9% | +63.2% | +31.8% |
| 3Y | +39.8% | +106.8% | -67.0% | +22.8% |
| All | +147.2% | +230.0% | -82.7% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling