+44.6%
AU vs SFM
-35.8%
+80.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.3% | +8.0% |
| 7D | +0.8% | -12.3% | +13.0% | +0.3% |
| 30D | -7.0% | -16.2% | +9.3% | -7.6% |
| 3M | +8.5% | -36.8% | +45.3% | +5.6% |
| 6M | -1.3% | -32.6% | +31.3% | -3.1% |
| YTD | +6.8% | -31.7% | +38.5% | +4.0% |
| 1Y | +44.6% | -35.0% | +79.6% | +42.2% |
| All | +44.6% | -35.8% | +80.4% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling