+200.0%
B vs SFM
+39.6%
+160.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -6.0% |
| 7D | +7.1% | -6.9% | +14.0% | +7.8% |
| 30D | -3.3% | -25.0% | +21.6% | -1.4% |
| 3M | -2.5% | -42.7% | +40.2% | +1.5% |
| 6M | -7.2% | -41.0% | +33.8% | -3.9% |
| YTD | -7.4% | -38.7% | +31.3% | -4.7% |
| 1Y | +16.4% | -38.1% | +54.6% | +19.6% |
| 3Y | +178.7% | +19.3% | +159.4% | +165.8% |
| 5Y | +121.7% | +103.1% | +18.6% | +99.2% |
| 10Y | +208.6% | +131.1% | +77.5% | +165.7% |
| All | +200.0% | +39.6% | +160.4% | +167.6% |
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