+296.4%
ARM vs SFM
+103.6%
+192.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.0% | +3.6% |
| 7D | +5.5% | -0.1% | +5.5% | +5.5% |
| 30D | -8.2% | -4.4% | -3.8% | -7.8% |
| 3M | -35.9% | +1.5% | -37.4% | -36.5% |
| 6M | +103.1% | +6.5% | +96.6% | +95.8% |
| YTD | +130.6% | +2.2% | +128.4% | +123.9% |
| 1Y | +86.1% | -41.9% | +128.0% | +114.6% |
| All | +296.4% | +103.6% | +192.8% | +174.2% |
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