+939.5%
AU vs SFM
+108.9%
+830.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +1.1% |
| 7D | +0.6% | -7.2% | +7.8% | +1.5% |
| 30D | +12.3% | -14.3% | +26.6% | +14.3% |
| 3M | +29.4% | -13.7% | +43.1% | +31.3% |
| 6M | +3.2% | -6.0% | +9.2% | +3.1% |
| YTD | +31.8% | -8.2% | +40.0% | +31.6% |
| 1Y | +83.4% | -46.2% | +129.7% | +96.2% |
| 3Y | +623.1% | +83.6% | +539.5% | +539.6% |
| 5Y | +700.5% | +212.7% | +487.8% | +539.9% |
| 10Y | +717.6% | +273.0% | +444.6% | +508.6% |
| All | +939.5% | +108.9% | +830.6% | +680.3% |
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