+678.6%
AU vs SFM
+213.6%
+465.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -4.3% | -10.6% | +6.4% | -3.4% |
| 30D | +7.3% | -15.5% | +22.8% | +8.7% |
| 3M | +26.3% | -17.4% | +43.8% | +28.0% |
| 6M | +1.8% | -3.4% | +5.2% | +1.4% |
| YTD | +26.8% | -8.7% | +35.5% | +26.7% |
| 1Y | +66.7% | -47.2% | +113.9% | +77.6% |
| 3Y | +579.1% | +82.7% | +496.3% | +523.7% |
| All | +678.6% | +213.6% | +465.0% | +632.7% |
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