-30.6%
AR vs SFM
+8.0%
-38.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | 0.0% |
| 7D | -14.3% | -1.2% | -13.1% | -14.3% |
| 30D | +1.4% | -24.8% | +26.2% | +5.6% |
| 3M | +3.4% | -43.7% | +47.1% | +13.2% |
| 6M | -2.1% | -37.3% | +35.2% | +4.5% |
| YTD | +4.7% | -38.4% | +43.1% | +11.4% |
| 1Y | +10.6% | -36.9% | +47.5% | +16.9% |
| 3Y | +24.6% | +20.7% | +3.9% | +14.7% |
| 5Y | +71.9% | +103.5% | -31.6% | +39.4% |
| 10Y | +46.4% | +139.7% | -93.4% | +9.3% |
| All | -30.6% | +8.0% | -38.6% | -41.2% |
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