+166.1%
B vs SFM
+18.5%
+147.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.4% | +0.8% |
| 7D | +9.6% | -1.2% | +10.8% | +9.7% |
| 30D | +3.5% | -24.8% | +28.3% | +4.8% |
| 3M | -1.6% | -43.7% | +42.1% | +0.9% |
| 6M | -1.7% | -37.3% | +35.6% | 0.0% |
| YTD | -5.3% | -38.4% | +33.0% | -3.9% |
| 1Y | +27.2% | -36.9% | +64.1% | +28.7% |
| 3Y | +166.1% | +20.7% | +145.4% | +144.0% |
| All | +166.1% | +18.5% | +147.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling