+195.2%
B vs SFM
+44.5%
+150.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -1.9% |
| 7D | -2.7% | -7.1% | +4.4% | -2.1% |
| 30D | -4.3% | -21.4% | +17.1% | -2.8% |
| 3M | -2.3% | -40.1% | +37.8% | +1.4% |
| 6M | -16.2% | -38.0% | +21.8% | -13.5% |
| YTD | -8.8% | -36.5% | +27.7% | -6.5% |
| 1Y | +11.4% | -35.2% | +46.6% | +13.9% |
| 3Y | +174.3% | +23.5% | +150.8% | +160.8% |
| 5Y | +116.2% | +109.7% | +6.5% | +93.7% |
| 10Y | +222.7% | +132.6% | +90.2% | +177.5% |
| All | +195.2% | +44.5% | +150.8% | +162.6% |
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