+133.7%
AS vs SFM
+2.1%
+131.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.9% | -1.6% |
| 7D | +7.1% | +7.5% | -0.4% | +6.2% |
| 30D | +12.8% | -20.8% | +33.6% | +15.4% |
| 3M | -14.7% | -39.4% | +24.7% | -9.3% |
| 6M | -9.9% | -34.5% | +24.5% | -5.8% |
| YTD | -16.1% | -35.2% | +19.1% | -12.6% |
| 1Y | +0.2% | -35.3% | +35.5% | +4.1% |
| All | +133.7% | +2.1% | +131.6% | +96.4% |
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 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