+238.2%
B vs SFM
+132.6%
+105.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.4% | -4.4% | +13.8% | +9.8% |
| 3M | +5.0% | +1.5% | +3.5% | +4.6% |
| 6M | -3.5% | +6.5% | -10.0% | -4.7% |
| YTD | +4.5% | +2.2% | +2.3% | +3.5% |
| 1Y | +67.8% | -41.9% | +109.7% | +74.7% |
| 3Y | +196.7% | +106.8% | +89.9% | +171.4% |
| 5Y | +151.9% | +231.6% | -79.6% | +118.2% |
| 10Y | +202.2% | +258.4% | -56.3% | +151.3% |
| All | +238.2% | +132.6% | +105.7% | +190.6% |
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