+105.5%
B vs SFM
+116.0%
-10.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -7.3% | +6.0% | -13.4% | -7.8% |
| 30D | -3.3% | -19.5% | +16.1% | -2.1% |
| 3M | -7.8% | -37.0% | +29.3% | -4.9% |
| 6M | -15.5% | -41.0% | +25.5% | -12.6% |
| YTD | -12.3% | -34.6% | +22.4% | -10.5% |
| 1Y | +5.4% | -36.3% | +41.6% | +7.8% |
| 3Y | +165.5% | +24.5% | +141.0% | +144.8% |
| All | +105.5% | +116.0% | -10.4% | +84.0% |
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 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