+374.2%
AU vs SFM
+116.0%
+258.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -7.2% | +6.0% | -13.3% | -7.7% |
| 30D | -2.9% | -19.5% | +16.6% | -1.5% |
| 3M | -8.7% | -37.0% | +28.4% | -5.6% |
| 6M | -14.1% | -41.0% | +26.9% | -10.9% |
| YTD | +4.8% | -34.6% | +39.4% | +7.2% |
| 1Y | +11.9% | -36.3% | +48.1% | +14.7% |
| 3Y | +513.8% | +24.5% | +489.3% | +473.7% |
| All | +374.2% | +116.0% | +258.3% | +337.5% |
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